The ceramic ZrB2, ZrSiB, and ZrAlSiB cathodes were manufactured by means of self-propagating high-temperature synthesis (SHS). The parameters of SHS process including dependence of the combustion temperature and rate on the initial temperature of the reaction mixtures, as well as values of effective activation energy were estimated. Cathodes were subjected to the magnetron sputtering in the argon atmosphere. The structure and properties of cathodes and coatings were studied by means of X-ray diffraction, scanning electron microscopy, energy-dispersive and glow discharge optical emission spectroscopy. Bulk ceramic samples and coatings were characterised in terms of their hardness, elastic modulus, elastic recovery, density, and residual porosity. Results obtained shows that cathodes posses homogeneous structure with low porosity level in range 2-6% and hardness between 10 and 17 GPa. Coatings demonstrate dense defect-free structure and contain nanocrystallites of h-ZrB2 phase. The grain size and hardness decrease from 8 down to 2 nm and from 37 down to 16 GPa with the addition of the silicon and aluminum dopes.