ZrB₂ coating was deposited on graphite by chemical vapor deposition with ZrCl_4-BCl_3-H_2-Ar as reaction ingredient at different temperatures, which then was characterized by means of X-ray diffractometer and scanning electron microscopy (SEM). The results show that the formation of ZrB₂ coating on graphite follows a mode of nucleation of ZrB₂ first, which grow as islets and then further grow and merger each other forming a complete film. The growing and merging of islets resulted in that a large number of holes existed in the coating side near the boundary ZrB₂ coating / graphite substrate, and thereby formed the fine grain zone there. In the initial deposition stage at 1300℃ to 1600℃, the primary grains of ZrB₂ coalesced to become secondary grains with preferential orientation <111>. As the deposition processed, the secondary grains changed to the plate-shaped grains. The plate-shaped grains transformed into the pyramid shaped ones with further growing, and the inner part of the coating turned to be dense columnar grains. Meanwhile the preferred orientation of the grains changed from <111> to <100>. When the edge of the pyramid shaped crystal grains passivated, the grains inside the coating transformed to equiaxed ones and correspondingly their preferred orientation changed from <100> to <101>.