A Fe-based amorphous composite coating with different thickness on the Al thin plate is prepared by the electrothermal explosion spraying. Compared with other thermal spraying techniques, the electrothermal explosion spraying method can obtain a very high spraying velocity up to 4000m/s. The coating consists of the amorphous matrix and nanocrystal phases (α-Fe)，no laminar phenomenon is observed. The diffusion occurs between the substrate and the coating, showing a diffusion-metallurgical bond. The average hardness of coatings is 8 times larger than that of the Al substrate. The unique hierarchical microstructure at multiple length scales leads to the superior micro-hardness and wear resistance of the coating. The Fe-based composite coatings on Al thin plate have great potential as the promising lightweight wear-resistance structural materials used in the aero technical industry.