Rules and mechanism of damage in Al2O3 coatings irradiated by CO2 CW laser are studied in order to improve the ability of parts of equipment standing against the high power laser. Al2O3 coatings were sprayed by air plasma spray(APS) on the 45# steel substrate, and then were irradiated by CO2 CW laser from 795W/cm2 to 31830W/cm2. As the output power of the laser is increasing, its porosity is increasing and cracks are appearing and spreading quickly. And also the phase will transform from γ-Al2O3 to α-Al2O3 in the damaged areas. When the energy density is 17507W/cm2, the coatings are destroyed completely. The thermal infection field on substrate is rather small. The laser energy is depleted by the phase transformation and cracks in Al2O3 coatings during the laser thermal shock.