Owing to the parasitic vibration effect of the cooling medium and pipes of X-ray optics, the vibration decoupling cooling method based on eutectic gallium-indium (EGaIn) alloy has become very crucial for fourth generation synchrotron radiation advanced light sources. However, there is an issue that the corrosion of the EGaIn alloy to the heat sink metal [e.g., copper (Cu) plate] results in the solidification and the failure of eliminating the parasitic vibration effect. To deal with the problem, a novel anti-corrosion coating based on tungsten (W) is presented in this paper. It possesses better corrosion resistance performance compared with the traditional coating of nickel (Ni). The experimental investigation was carried out, in which the EGaIn alloy was exposed to several typical metal materials in conditions of various time durations and various temperatures, which were considered as controls. Furthermore, the corrosion effects are analyzed and evaluated in two aspects of micromorphology and the chemical composition by using an optical microscope and a scanning electron microscope as well as x-ray diffraction. The results show that non obvious corrosion occurred for W, 0.33 mm and 48 µm thick transition micro-area, respectively, for Cu and Ni. In addition, new substances CuGa2 and Ni3Ga7 occurred, respectively, for Cu and Ni for 36 hours at 250 °C. The EGaIn alloy will freeze after corroding 18 µm substrate for Ni or 30 µm for Cu. Furthermore, the W coating that was prepared by magnetron sputtering has been implemented for feasibility validation.