A system for measuring high reflectivity of the coating at IR wavelength (3.6 μm) by cavity ring-down spectroscopy (CRDS) with straight cavity and fold cavity has been set up. The measurement precision approximates 10-4. It can be used to study high reflective IR coating on mirrors. Three kinds of coatings designed for cavity mirrors have been measured with the straight cavity CRDS, and a pair of cavity mirrors have been employed in experiment. Reflectivities of mirrors deposited by YbF3/ZnS,YbF3 /ZnSe and Ag added with protective coating were measured. The reflectivity of the dielectric coating can reach R>0.9990, and the reflectivity of YbF3 /ZnSe on silica substrate is 0.9996 at 3.6 μm.