An Al2O3–TiO2 multilayer‐coated sapphire thermal energy window coating has been fabricated using an ultra‐high‐speed vacuum sputtering method. Thermal reflection spectra of the coated material in the wavelength range from 1.43 to 3.33 μm are measured in ambient air at temperatures of 298, 773, and 1173 K. The result shows that the light reflectance of ∼70% is achieved using a layered structure and this performance continues up to 1173 K. Thermal reflection energy of the coated material at T=1173 K is estimated to be about three times higher than that of uncoated sapphire, suggesting the potential of this coating to control thermal radiation energy.