Anti-wear coatings obtained through PVD methods may significantly increase the durability of cutting tools by impacting their wear mechanisms. This study presents and discusses the results of studies on the impact of the thermal conductivity of PVD coatings on the intensity of the built-up edge (BUE) and built-up layer (BUL) formation in Inconel 600 alloy machining processes. The authors determine the microstructure, phase structure, mechanical properties (hardness, Young's modulus, and adhesion), and thermal conductivity of different PVD coatings selected for the purpose of the study and varying in terms of conductivity-i.e., AlCrTiN and AlCrTiN/BN. Machining processes were carried out under controlled conditions using VBGT160404-M3 cutting inserts with AlCrTiN and AlCrTiN/BN coatings deposited on their surface. The authors prove that the adjustment of the thermal conductivity of PVD coatings to the thermal conductivity of the tool and machined materials can help change the direction of heat flow to cool the cutting zone more effectively. The study results presented in this article show that the deposition of the AlCrTiN/BN coating reduces the friction wear on the tool flank by over 70% and lowers the intensity of BUE and BUL formation processes on the face by 10%, compared to the AlCrTiN coating.