The sliding contacts of gradient layer, sandwich layer and ordinary multi-layer coatings subjected to the same surface load have been investigated under elastic-plastic deformation in this paper. The result shows that the positive gradient layer coating, in which the elastic modulus reduced gradually from the top layer to the substrate, can improve the strain and stress fields near the layer-substrate interface greatly and its stress contour in the vertical direction is very smooth. The coating has as well a small stress on the layer-substrate interface and in the substrate. The sandwich layer coating can greatly reduce the maximum shear stress on the interface of the layer-substrate and the stress at the crack tip, but the stress and the strain gradients neat the interface are very large. The stress and strain distributions of the ordinary layer have not evidently improved compared to those of single layer. Known from the analysis of the stress and strain distributions and the crack stress fields for the four kinds of coatings, the gradient layer coating has more advantages in these aspects. The results of this paper can provide the reference for the selection and design of coatings.