A novel metal-enamel interlocking coating was designed and prepared in situ by co-deposition of Ni-enamel composite layer and subsequent air spray of enamel with 10 wt% nanoscale Ni. During the firing process, the external enamel layer was melted and jointed with the enamel particles at the upper part of the Ni-plating layer to form the enamel pegs. Thermal shock tests of pure enamel, enamel with 10 wt% Ni composite and metal-enamel interlocking coatings were conducted at 600 °C in water and static air. The results indicated that the metal-enamel interlocking showed superior thermal shock resistance to both pure enamel and enamel with 10 wt% Ni composite coatings. The enhanced performance was mainly attributed to the advantageous effects of mechanical interlocking of the enamel pegs formed at the enamel/Ni-plating interface. Meanwhile, during thermal shock test, big clusters formed by nanoscale Ni agglomerations were oxidised to be a Ni/NiO core-shell structure while small single nanoscale Ni grains were oxidised completely, which both improved the thermal shock resistance of enamel coating significantly.