Composite microparticles having thin coating layers can be simply prepared by bringing a host particle precursor into contact with a flame generated in a burner movably mounted at the bottom of a coating apparatus, by introducing the precursor in the form of a vapor or micronized liquid droplets upwardly into the burner, to obtain host particles; and introducing a gaseous coating precursor upwardly toward the host particles in or around the flame, the coating precursor being protected by an inert gas introduced therearound such that the formation of particles derived from the coating precursor itself is prevented.