Thermally sprayed alumina coatings are widely used to improve wear resistance and heat insulation of steel and other metals. Usually these coatings have been made by plasma or flame spraying. HVOF-sprayed alumina coatings are more wear resistant and better bonded to the base material than with plasma and flame spraying. This paper presents a functionally gradient coating (FGC) of alumina and NiAl made with HVOF. It examines the microstructure, composition, hardness, adhesion, and resistance against thermal cycling of HVOF-sprayed FGC. The performance of FG-coating was proven with reference coatings made by plasma and flame spraying. Paper includes a German-language abstract.