An Al/Al2O3 gradient coating applied on a heat-resistant stainless steel was prepared through a slurry process by using aluminum and γ-Al2O3 powders as the transition filler material, alpha alumina as the surface coating material, aluminum dihydrogen phosphate as the binder, and sodium molybdate as the corrosion inhibitor. The effects of heat treatment temperature, adhesive/filler ratio and γ-Al2O3 content on the bonding strength, microhardness and thermal shock resistance were investigated. The crystal phase and microstructure were characterized by XRD and SEM. The results indicated that the composition of the coating changed continuously from surface to coating-substrate interface. The coating could offer high bonding strength and good thermal shock resistance when heat treated at 700°C.