Resistance of lightweight aggregate concrete to thermal spalling was improved by coating the surface of the aggregates. Two types of modified clay ceramsite concretes were designed．Spalling and compressive strength of the modified concrete specimens after exposure to 200,400,600,800,1000,1200℃ were tested. And the deterioration processes of interfacial transition zone between aggregate particles and cement matrix in the modified concrete specimens after exposure to high temperatures were investigated by using scanning electron microscope. The results show that the modified concrete specimens have much better resistance to elevated temperature spalling than that of both ordinary lightweight aggregate concrete and ordinary concrete specimens. As the temperature increases, the residual compressive strength of the modified concrete specimens reduses slowly. After 1200℃, the ordinary lightweight aggregate concrete specimens have spalled completely. However, the modified concrete specimens still have approximately 25% to 35% of the cube compressive strength remained. Also the mechanism behind the improvement of the spalling resistance was discussed.