TaW alloy is considered a crucial candidate for barrel protective coatings due to its high melting point, excellent high-temperature performance, and ablative resistance. In this study, TaW coating was deposited on the surface of PCrNi3MoVA gun steel by double glow plasma alloying (DGPA) technique. The morphology, phase structure, wear property, and laser ablation behaviour of the TaW deposited coating was studied and analyzed by means of scanning electron microscope (SEM), energy dispersive spectroscopy detector (EDS), X-ray diffractometer (XRD), ball-on-disk friction test, and laser pulse heating experiment. The results showed that the coating was dense and metallurgically bonded to the substrate. The coating was primarily composed of the α-Ta phase, and W was solidly dissolved in the Ta to form a mutual solution with solid-solution strengthening effect. The wear mechanisms of TaW coating were adhesive wear and oxidative wear. During the laser pulse heating (LPH) process, the transition region, center region, and splash region appeared successively in the ablation area of the coating. After 10 s of ablation, only a region with a diameter of 0.1 mm was penetrated, highlighting the effective protective role of the TaW infiltrated layer on the substrate.