Polycarbosilane (PCS) fibers were cured by a process of alternating air and vacuum atmosphere periodically at thermal oxidation temperature. It was found that the oxygen diffusion in the micron PCS fibers could be observed and controlled by this novel curing process. The out surface layer of the cured fibers was rich in oxygen while the inner core had a lower status. Chemical structure analysis indicated that the groups of Si–H, Si–CH₂–Si, and Si–CH₃ in the out surface layer were oxidized into oxygen containing structures such as Si–OH, Si–O–Si and CO. Ascribe to the controlled oxygen diffusion, the oxidation degree of the inner core was much lower than the surface layer. The oxygen containing structures, Si–H bond reaction degree, molecular weight and ceramic yield of the cured PCS fibers increased with thermal oxidation temperature and alternating cycles. Theoretical calculation results demonstrated that the Si–H bonds reacted with oxygen was the main reason which made the PCS fiber increase weight. This modified process was a high effective surface layer oxidation curing method. Moreover, silicon carbide (SiC) or silicon nitride (Si₃N₄) ceramic fibers with skin-core or hollow structure also could be prepared from the surface cured PCS fibers with proper following process.