In order to provide oxidation protection for Nb alloy, multi-component silicides (Ta,Mo,W)Si2 coatings with an equal molar ratio were designed and prepared by spark plasma sintering process. The effects of feedstock powders, i.e., mixed powders without ball milling and alloyed powders with different ball milling times, on the microstructure and oxidation resistance of the coatings were investigated. With the increase in alloying degree of feedstock powders, the microstructure of the coatings prepared under the same sintering process changes from multi-phase silicides of MoSi2, TaSi2 and WSi2 to multi-component silicides of (Mo,Ta,W)Si2, (Ta,Mo,W)Si2 and (W,Ta,Mo)Si2. Pest oxidation occurs in the multi-phase silicides coating during oxidation at 600 degrees C, but not in the multi-component silicides coating. In addition, the multi-component silicides coating showed much better oxidation resistance at 1600 degrees C for 50 h than the multi-phase silicides coating. The formation process of oxide scales and the microstructure evolution of the coatings during oxidation were discussed comparatively.