The effects of γ′ forming elements Ta + Al on the microstructural evolution of two Ru-containing single crystal (SX) superalloys deposited with γ′ + β NiAl coatings were investigated after thermal exposure at 1140 °C. TCP precipitation, recrystallization, and elemental interdiffusion were particularly investigated to illustrate the influence of Ta + Al on the compatibility between the coating and substrate. After exposure at 1140 °C, two distinct zones were formed under the IDZ, where the SRZ in the higher Ta + Al alloy contained a large number of rod-like and needle-like TCP phases. The other was the SDZ in the lower Ta + Al alloy, which possessed fewer and smaller granular TCP phases. Noteworthily, this discrepancy was attributed to the enhanced tendency of recrystallization in alloy with higher Ta + Al, since higher Ta + Al would result in more negative misfit of γ/γ′ and lower Al partitioning in γ phase, which provided more driving force for recrystallization. Meanwhile, the elemental distribution in the diffusion zone of the alloy with higher Ta + Al was more heterogeneous, and even the RuAl phase was observed in the coating. As the thermal exposure time prolonged, the thickness of the SRZ exceeded that of the SDZ, which significantly reduced the effective load-bearing area of alloy with higher Ta + Al. It could be summarized that a worse compatibility between the coating and the substrate would be introduced with the increase of Ta + Al in the substrate. This study provided valuable insights into the design of coatings and alloy compositions, thereby facilitating the development and application of advanced Ru-containing SX superalloys as well as their corresponding coatings.