CdS doped SiO2 glass coating films which are good candidates for the nonlinear optical materials were prepared by the Sol-Gel method. TEOS, C2H5OH, H2O and HCl were used as starting materials to obtain SiO2 matrix solutions. Then Cd(NO3)2.2H2O and CS(NH2)2 were dissolved into the SiO2 matrix solutions. Coating was performed several times in order to increase the thickness of coated film by the dip-coating method. Then heat treatments were carried out to control the size of CdS microcrystals doped in SiO2 glass matrix with respect to temperatures and times. CdS-doped SiO2 transparent coating films were successfully obtained. CdS crystals were changed from cubic to hexagonal type about $600^{circ}C$.