Nanopowders of cesium tungsten oxide are used to create a transparent thermal insulation coating on glass, which possesses superior infrared transparent barrier characteristics, and after ultrafiltration, the ultraviolet shielding of glass coated with a CsxWO3 film was further improved. Glasses coated with CsxWO3 films synthesized from a non-ethanol precursor solution demonstrate the most outstanding UV protection characteristics and the best thermal insulation effect. Compared to a blank without the CsxWO3 film, the temperature difference in thermal insulation can reach 24.8 °C.