The manuscript reported the synthesis of Al2O3 nano-coating onto quartz fiber by plasma electrolysis spray for enhanced thermal conductivity and stability. The nano- and micro-sized clusters were partially observed on the coating, while most coating was relatively smooth. It was suggested that the formation of a ceramic coating was followed as the nucleation-growth raw, that is, the formation of the coating clusters was dependent on the fast grow-up partially, implying the inhomogeneous energy distribution in the electrolysis plasma. The deposition of the Al2O3 coating increased the annealing tensile strength from 19.2 MPa to 58.1 MPa. The thermal conductivity of the coated quartz fiber was measured to be 1.17 W m-1 K-1, increased by ~45% compared to the bare fiber. The formation mechanism of the Al2O3 coating was preliminarily discussed. We believe that the thermally conductive quartz fiber with high thermal stability by plasma electrolysis spray will find a wide range of applications in industries.