A new type of refractory coatings composed of an external Al–Mo–Si or Al–Mo refractory layer and an intermediate modulated TiC/TiN diffusion barrier layer is presented in this work. The coatings have been deposited onto the surface of two different stainless steels by means of reactive or non-reactive sputtering (in case of diffusion barrier or refractory layer deposition, respectively). After deposition the specimens have been exposed to an aggressive gas environment inside quartz tubes filled with sulfur vapours or with oxygen (at the pressure of 1 kPa or 100 kPa, respectively) at the temperatures 873, 973, 1023 and 1073 K. The progress of the corrosion processes had been continuously registered by means of the thermogravimetric method. It turned out that the new refractory coatings protect well the high chromium steel substrate against the high-temperature corrosion in sulfur vapours and in oxygen up to the temperature as high as 1023 K.