Thermal batteries are primary reserve batteries that use inorganic salt as electrolytes which are inactive at room temperature. The two principal heat sources that have been used in thermal batteries are heat paper and heat pellets. As soon as the heat paper, which is ignited by the initiator, in turn ignites the heat pellets, all the solid electrolytes are melted into excellent ionic conductors. However, the high combustion temperature by heat papers in thermal batteries causes thermal decomposition at the cathode, eventually leading to a thermal runaway. In this paper, we have attempted to prepare $Zr/BaCrO_4$ heat papers coated with KCl molten salt. We have also investigated the effect of a molten salt coating on the heat papers through the thermal characteristics such as calorimetric value, combustion temperature and burning rate. The calorimetric value and combustion temperature of heat papers were reduced with an increase in the molten salt coating. As a result, the molten salt coating on heat papers greatly reduced risk of a thermal runaway and improved the stability of thermal batteries.