The deposition technique of the graded （ Ti, Al） N coatings prepared by arc ion plating （AlP ） on Al alloy and Mg alloy substrate were studied and their basic properties were measured due to the application of these coatings. A large of experiments was done. The graded （ Ti, Al ） N coatings with 60μm thickness were prepared on Al alloy substrate by AlP. However, the graded （Ti,Al） N coatings on AZ31 Mg alloy easily fall off due to the magnesia. Some ordinary methods such as rubbing, polishing can not prevent from forming magnesia film due to active property and high oxide rate of Mg alloy. X-ray diffraction spectrums show that deposited coatings have TiN structure and Al atom substitutes Ti atom to form （ Ti, Al ） N coatings not existing the AlN structure ; the ratio of Ti to Al atom is approximately 1 ： 1 in agreement with target composition. Conclusions： the graded coatings with hardness and composition variation can be prepared on Al alloy substrate, but the coatings easily fall off the Mg alloy substrate. The graded coatings on Al substrate can solve the inconsistent deformation process caused by the hardness discrimination of substrate and coating.