In this study, continuous microcrystalline diamond layer with grain size of 0.8–2 µm, nanocrystalline diamond layer with grain size less than 100 nm, diamond-like carbon layer with no apparent grains and TiAlN layer with small particles on the top surface are successfully deposited on cemented tungsten carbide-cobalt (WC-Co) samples and microdrills. Diamond peak of microcrystalline diamond film is quite definite in the Raman spectrum, while that of nanocrystalline diamond and diamond-like carbon coating is not so apparent. The roughness of microcrystalline diamond, nanocrystalline diamond, diamond-like carbon coating and TiAlN coatings is about 215.83, 144.4, 23.63 and 168.17 nm, respectively. Nanocrystalline diamond film exhibits lowest adhesive strength between substrate, while diamond-like carbon exhibits highest adhesive strength between substrate. Tribotests show stable friction coefficients of microcrystalline diamond, nanocrystalline diamond, diamond-like carbon and TiAlN coatings as about 0.28, 0.08, 0.08 and 0.4, respectively, while their wear rates against Si3N4 balls are 4.9E−7, 7.0E−7, 7.7E−7 and 2.9E−6 mm3 N−1 m−1, respectively. Microdrilling experiments show that the tool life of microcrystalline diamond–coated microdrill is as about 1.5, 2, 6 and 9 times more than that of nanocrystalline diamond-, diamond-like carbon-, TiAlN-coated and uncoated microdrills, respectively. The main wear types of these microdrills are flank wear, chipping and coating delamination. The results show that the microcrystalline diamond film is more suitable to be deposited on microdrills than the other three coatings to enhance cutting performance of microdrills in dry machining of graphite.