Good thermal shock resistance and high absorptivity in a wide spectral range, as the two key aspects of photothermal coating in high‐temperature applications, are seldom realized simultaneously. Herein, it is reported that a reticular porous Ca‐doped LaCrO3 perovskite photothermal coating fabricated by a simple process presents excellent thermal shock resistance between 1200 °C and room temperature and optical absorptivity of ≈94% in the wavelength range of 0.3–14 μm. The high‐temperature sintering after screen printing triggers significant variations in the microchemistry and microstructure of the Ca‐doped LaCrO3 coatings, and the experimental analyses and the first‐principles calculation demonstrate that the appropriate doping of Ca2+ causes lattice distortion, decreases the lattice parameters and bandgap, and effectively enhances interactions between the photon and carrier, resulting in the high optical absorptivity in the visible, near‐, and mid‐infrared ranges. The reticular porous microstructure and interfacial diffusion bonding between the coating and Al2O3 substrate with a gradient transition layer contribute to the high‐temperature thermal shock resistance. Herein, a novel way to fabricate a high‐performance and low‐cost photothermal conversion coating is provided, which presents a broad application prospect in energy harvesters and sensors.