The SPace Infrared telescope for Cosmology and Astrophysics (SPICA) is a infrared space-borne telescope mission of the next generation following AKARI. SPICA will carry a telescope with a 3.5 m diameter monolithic primary mirror and the whole telescope will be cooled to 5 K. SPICA is planned to be launched in 2017, into the sun-earth L2 libration halo orbit by an H II-A rocket and execute infrared observations at wavelengths mainly between 5 and 200 micron. The large telescope aperture, the simple pupil shape, the capability of infrared observations from space, and the early launch gives us with the SPICA mission a unique opportunity for coronagraphic observation. We have started development of a coronagraphic instrument for SPICA. The primary target of the SPICA coronagraph is direct observation of extra-solar Jovian planets. The main wavelengths of observation, the required contrast and the inner working angle (IWA) of the SPICA coronagraph are set to be 5-27 micron (3.5-5 micron is optional), 10-6, and a few λ/D (and as small as possible), respectively, in which λ is the observation wavelength and D is the diameter of the telescope aperture (3.5m). For our laboratory demonstration, we focused first on a coronagraph with a binary shaped pupil mask as the primary candidate for SPICA because of its feasibility. In an experiment with a binary shaped pupil coronagraph with a He-Ne laser (λ=632.8nm), the achieved raw contrast was 6.7×10-8, derived from the average measured in the dark region without active wavefront control. On the other hand, a study of Phase Induced Amplitude Apodization (PIAA) was initiated in an attempt to achieve better performance, i.e., smaller IWA and higher throughput. A laboratory experiment was performed using a He-Ne laser with active wavefront control, and a raw contrast of 6.5×10-7 was achieved. We also present recent progress made in the cryogenic active optics for SPICA. Prototypes of cryogenic deformable by Micro Electro Mechanical Systems (MEMS) techniques were developed and a first demonstration of the deformation of their surfaces was performed with liquid nitrogen cooling. Experiments with piezo-actuators for a cryogenic tip-tilt mirror are also ongoing.