An AlN gradient-doped Ni?+?CrAlYSiHfN coating was prepared on superalloys by magnetron sputtering. The as-deposited coating comprised of three sub-layers. AlN phase shows a gradient distribution in coating after annealing, and AlN reaches 33?vol.% at the top of the coating. Compared with NiCrAlY coating, the gradient coating reduced the CTEs mismatch between coating and α-Al2O3 by 41%, and it exhibited a much lower oxidation rate in oxidation test. A thin Cr23C6 diffusion barrier formed at the coating-substrate interface. In summary, the gradient coating effectively reduces the damage of thermal stress on oxide scale, and suppressed the interdiffusion between coating and substrate.