Graded Al/AlTi and Al/Al-Si coatings are prepared by depositing nanoparticles with supersonic free-jet PVD (SFJ-PVD). The SFJ-PVD has been developed as a new coating method in which a coating film is formed by depositing nanoparticles with very high velocity onto a substrate. The high velocity of nanoparticles is produced by the supersonic gas flow of inert gas. A smooth, compact and defect-free microstructure is formed both at the interface between substrates and coating films and inside the coating films. The microstructures of Al/AlTi and Al/Al-Si coating films have very fine grain size. Mixing Ti and Al nanoparticles by depositing them onto a substrate produces in-situ syntheses of γ-TiAl and α2-Ti3Al intermetallic compounds on the substrate. It is confirmed with nano-indentation hardness tester that graded coatings have graded hardness corresponding to the gradation of composition.