To improve the stability of potassium ferrate(VI) (K2FeO4) cathode and its properties of charge transfer in alkaline battery system, K2FeO4 cathodes are coated by yttria (Y2O3) doped zirconia (ZrO2) composites, denoted as Y2O3–ZrO2 composite coatings. These composite coatings are derived from the conversion of yttrium nitrate (Y(NO3)3·6H2O) and Zirconium oxychloride (ZrOCl2·6H2O) in ether medium. Examinations by scanning electron microscope (SEM) and Fourier transform infrared spectroscopy (FT-IR) show that K2FeO4 cathodes are coated by Y2O3–ZrO2 overlayer. Alternatively, results of discharge properties and electrochemical impedance spectroscopes (EIS) indicate that when the molar ratio between Y2O3 and ZrO2 is 0.09, denoted as Y2O3 (9mol%)–ZrO2, the stability and charge transfer of Y2O3 (9mol%)–ZrO2 coated K2FeO4 cathodes are improved greatly compared to that of uncoated or ZrO2 coated K2FeO4 cathodes. Therefore, Y2O3–ZrO2 composite coatings are a potential choice to improve the stability and charge transfer of K2FeO4 cathodes in alkaline electrolyte.