With the rising of the gas inlet temperature in front of the turbine of aero-engine, ceramic matrix composites (CMCs) have emerged as the preferred matrix material for the new generation of high-temperature components in aero-engine due to their light weight, high strength, oxidation resistance, insensitivity to crack, and excellent temperature durability. However, because of their limited resistance to high temperature water vapor and oxygen erosion, development of thermal spray coating technology for hot-end components of CMCs engines has become an urgent challenge to be overcome. In this paper, based upon changes of material selection strategies and application examples of foreign aero-engines, technical limitations of the employed superalloys + film cooling + thermal barrier coatings (TBCs) for hot-end components of aero-engines were analyzed, and technical advantages of the utilized CMCs + appropriate film cooling + environmental barrier coatings (EBCs) were consolidated. Thermal and environmental barrier coatings (TEBCs) and environmental barrier coatings-abradable sealing coatings (EBCs-ASCs) for CMCs were reviewed on the basis of recent research findings from domestic and oversea scholars. Finally, opportunities and challenges associated with thermal spraying EBCs for higher temperature gas flow were analyzed, and the direction of design and preparation on a certain composition and structure for TEBCs was clarified, among which the focal points of future research endeavors were prospected.