In this paper, an improved partial differential equation (PDE) filter is presented for density-based topology optimization of coated structures with both regular and irregular design domains. The proposed filter efficiently addresses the boundary effect problems that causes identification failure of the material interface for modeling coating layer during topology optimization by replacing the original Dirichlet boundary conditions with non-homogeneous Neumann boundary conditions. One attractive feature of the proposed approach is that it can serve as an ideal alternative to the common domain extension approach, particularly for designing geometrically complex engineering structures with irregular design domain meshed by unstructured mesh. Based on the improved PDE filter, a new topology optimization design framework for coated structures with complete coating layer and controllable coating thickness is achieved. Examples of designing regular and irregular two-dimensional and three-dimensional coated structures are provided to demonstrate the effectiveness of the proposed approach.