In this work, dense and pinhole-free poly-para-xylylene (PPX) with high thermal stability, high insulating property and high lubricity has been designed as coating layer for Fe-based amorphous powder. Three ultra-thin PPX layers have been successfully deposited on the surface of FeSiBPNbCr amorphous powder via chemical vapor deposition (CVD) polymerization. The micromorphology and chemical structure of the PPX layer on the powder surface, as well as the conversion mechanisms, has been investigated systematically. Several methods have been used to estimate the amount and thickness of PPX layers. The corresponding amorphous powder cores (AMPCs) were also prepared. With the increasing thickness of the PPX layer, the saturation magnetization ( M s ) of the powder decreased slightly but the magnetic flux density ( B s ) of the AMPCs kept at a similar level thanked to the enhanced green density. In addition, the DC bias performance was improved and core loss ( P cv ) was reduced. Compare with other coating materials like epoxy and silicon resin, the PPX layer provided better insulation and higher lubricity for the AMPCs, thus reduced the P cv and improved the DC bias performance. The AMPCs coated by PPX-3 exhibited excellent comprehensive soft magnetic properties, which were promising for high-power and high-frequency applications.