Climate change has led to an increase in building energy costs, and, hence, it is vital to enhance building thermal energy efficiency. Thermochromic coatings, e.g., those based on VO₂, have great potential in this regard due to their ability to autonomously switch between absorptive and reflective states in response to cold or hot weather, respectively. However, developing a large-scale process for preparing VO₂ particles and achieving good durability in practical application are still challenging. In this work, we successfully prepared tungsten-doped VO₂ particles with a lower phase change temperature at 29.4 ^oC using a novel one-step pressure-assisted hydrothermal method, which provides a promising way for its large-scale preparation and application. In order to achieve better durability, we constructed ZnO shells for VO₂ particles, and the obtained VO₂@ZnO core-shell particles showed a better antioxidation performance. Furthermore, we designed a VO₂ coating formula with good hydrophobicity (a contact angle of 108.8^o) and adhesion with concrete by adding a certain ratio of PDMS and epoxy, endowing the coating with self-cleaning properties and application potential on building surfaces. This work proposes a high-efficiency hydrothermal preparation method for VO₂ particles and improves the durability of VO₂ coatings, providing a sustainable solution to energy-saving coatings for construction.