Improved abrasion resistance and shear performance of alumina fiber yarns is crucial to the weaving process. Herein, a series of novel SiO2@Al2O3 single-layer and double-layer covered yarns were prepared by winding 48 tex quartz yarn on the outer layer of 120–600 tex alumina yarn with wrapping twist of 50–500 twists/m. Wear resistance, shear force, and tensile fracture properties of the covered yarn were tested and analyzed. Wrapping twist ranges from 50 to 400 twists/m, with increased wrapping twist improving the SiO2@Al2O3 covered yarn's breaking strength, shear force, and wear resistance. As wrapping twist ranges from 400 to 500 twists/m, uneven winding and wear of quartz yarn weaken the breaking strength, wear resistance, and shear properties of SiO2@Al2O3 covered yarn. SiO2@Al2O3 double-layer covered yarn exhibits superior shear force, wear resistance, and tensile breaking strength compared with its single-layer counterpart. In comparison with the initial alumina yarn, wear resistance of SiO2@Al2O3 covered yarn improves by 50%, whereas the maximum shear strength and tensile breaking strength increase by 125% and 15%, respectively. High-strength, wear-resistant SiO2@Al2O3 covered yarn is suitable for alumina fabrics and braid structures, and is expected to be widely used in aerospace and the high-temperature insulation industry.