In this study, it is aimed to protect underwater vehicles against active sonar systems by anechoic coating. A matrix material with close acoustic impedance to water, resistivity to hydrostatic pressure, suitability for the marine environment, and high material loss factor is selected. At low frequencies, the inclusions in different shapes and sizes are added to the matrix material. Since solid inclusions will increase the coating mass considerably, air cavities are preferred as inclusions. More attention is paid to low-frequency absorption, especially below 1 kHz, because of advancing sonar technology. The acoustic performance of the designed models is compared in three frequency ranges: low (below 3 kHz), middle (3–6 kHz), and high (6–10 kHz). The designed models are constructed by considering hydrostatic pressure; hence, volume of air cavities is tried to decrease, while absorption performance is aimed to increase. Therefore, a conical cavity which commonly used in the literature is optimized by chancing its dimensions and location. Also, novel approaches, gong shape cavity, and sandglass cavities are introduced. The results show that, not only cavity shape, but also its location and dimensions are highly influential on absorption performance. High-volume cavities increase the absorption performance at the low-frequency range, but they are not effective at high frequencies. The gong shape and sandglass air cavities show broadband absorption; also, gong shape cavity volume is less than literature models. Thus, its usability increases at deep waters. The results of this study provide novel underwater acoustic coating models for various applications.