This paper presents the research results on the structure and mechanical properties of gradient coatings deposited by PVD methods on the X40CrMoV5-1 steel substrate. The tests were carried out on TiAlN, TiCN and AlSiCrN coatings. It was found that the structure of the PVD coatings consisted of fine crystallites, while their average size fitted within the range of 15-50 nm, depending on the coating type. The coatings demonstrated columnar structure as well as good adherence to the substrate, the latter not only being the effect of adhesion but also by the transition zone between the coating and the substrate, developed as a result of diffusion and high-energy ion action that caused mixing of the elements in the interface zone. The critical load L (C2) lies within the range of 46-59 N, depending on the coating type. The TiAlN coatings demonstrate the highest hardness and abrasive wear resistance. The good properties of the PVD gradient coatings make them suitable in various engineering and industrial applications.