The combination of a TRIP steel with the MgO stabilized ZrO2 ceramics (MgO•ZrO2) is regarded as a promising way to increase the energy absorption in engineering materials. An additional contribution to the energy absorption in the counterparts, i.e. in the TRIP steel and in MgO•ZrO2, is expected to arise at the interfaces between the individual materials. However, the mutual crystallographic orientation of the TRIP steel and MgO•ZrO2 at their interface plays a crucial role both for the adhesion of the counterparts and for the energy absorption process. In this work, the interfaces between the TRIP steel and MgO•ZrO2 were studied on simplified systems, which were prepared in form of the TRIP steel thin films that were deposited using the magnetron sputtering on various substrates, e.g. Si wafer, MgO•ZrO2 and the Al2O3/ZrO2 composites. The substrates were both single-crystalline (Si wafer) and polycrystalline (MgO•ZrO2, Al2O3/ZrO2). The basic characteristics of the thin films (morphology, thickness, chemical composition) were obtained from the scanning electron micrographs and from the energy dispersive analysis of the characteristic X-rays (EDX). X-ray diffraction (XRD) and transmission electron microscopy with high-resolution (HRTEM) that was complemented by the Fast Fourier Transform (FFT) of the HRTEM micrographs were employed as the crucial experimental methods for the microstructure analysis of these thin films. XRD was used for the phase analysis and for the global texture analysis. The global texture analysis was performed via the pole figure measurements. FFT/HRTEM was used for the characterisation of the local orientation relationships between the TRIP steel and the respective substrate and for the visualisation of the interfaces between individual crystallites.