Mg_2Si_(1−x)Sn_x solid solutions are promising thermoelectric materials to be applied in vehicle waste-heat recovery. Their thermal stability issue, however, needs to be addressed before the materials can be applied in practical thermoelectric devices. In this work, we studied the crystal structure and chemical composition of Mg_2Si_(1−x)Sn_x in inert gas atmosphere up to 823 K. We found that the sample was oxidized even in high-purity inert gases. Although no obvious structural change has been found in the slightly oxidized sample, carrier concentration decreased significantly since oxidation creates Mg vacancies in the lattice. We demonstrated that an atomic-layer deposited Al_2O_3 coating can effectively protect Mg_2Si_(1−x)Sn_x from oxidation in inert gases and even in air. In addition, this Al_2O_3 thin film also provides in situ protection to the Sb-doped Mg_2Si_(1−x)Sn_x samples during the laser-flash measurement and therefore eliminates the measurement error that occurs in uncoated samples as a result of sample oxidation and graphite exfoliation issues