A comparative investigation of the coatings produced by electrospark alloying, laser gas-powder deposition, and magnetron sputtering using composite AlN ― TiB2 material was carried out. It is shown that the presence of oxygen in the working atmosphere is responsible for the oxidation of aluminum nitride, and also the appearance of refractory compounds of the Ti ― Al ― O system in the coatings. During electrospark and laser alloying globular regions form on the surface by a mechanism of liquid-phase sintering, due to the mass transport of a metallic component from the substrate. The composite layer of a magnetron coating sinters by a mechanism of solid-phase interaction. The dispersion-strengthened structure of electrospark coatings is highly wear resistant, while the continuity, high dispersion, and heterogeneity of the structure of magnetron coatings permits their recommendation for corrosion protection.