A high-temperature-resistant and high-performance hafnium oxide (HfO₂) coating for aerospace engines was developed. HfO₂ thin film coatings were prepared by chemical vapor deposition (CVD) at 1200, 1250, 1300, and 1350 °C, respectively. The crystal structure and surface morphology of the HfO₂ thin films at different deposition temperatures were studied by X-ray diffraction (XRD), scanning electron microscopy (SEM), and atomic force microscopy (AFM). The effect of deposition temperature on the mechanical properties of the HfO₂ thin films was studied by means of the drainage method and nanoindentation. The results showed that the HfO₂ coatings deposited at different deposition temperatures are monoclinic crystal structures, and the surface morphology changes from cellular particles to columnar particles, and finally, to a loose and porous layered structure. When the deposition temperature is 1300 °C, the density of the HfO₂ film is the highest, 9.62 ± 0.03 g/cm³, and the hardness is the highest, 7.33 ± 0.04 GPa. A HfO₂ coating with the best comprehensive mechanical properties was prepared by changing the deposition temperature, which provided an experimental basis for the application of a HfO₂ coating in the aerospace field.