Compound coatings of MCrAlY and alumina shows a sandwich structure with good wear-resistance and intensity at elevated temperature, the coating are usually applied to the furnace roll in modern continuously annealing line or continuously galvanizing line, to prevent the pickup forming on the roll surface. Coatings were prepared by the detonation spraying and the effect of spraying parameter of the denotation gas composition on the microstructure of coatings was investigated. The percentages of MCrAlY and alumina in the coating were determined by the composition of detonation gas mixture. Alumina content in the coating increased with the reduction of the nitrogen dilution in the gas mixture, which resulted in the hardness enhancement of the coating. The microstructure of coatings is different from that prepared by thermal plasma spraying or HVOF.