Ammonium nitrate fertilizers have a tendency to cake during storage. The aim of this study was to examine the effectiveness of organic coatings for preventing the caking of ammonium nitrate fertilizers and to assess the influence of the composition and physicochemical properties of the anti-caking agents used as coatings for fertilizers on their effectiveness. CAN (calcium ammonium nitrate) and AN (ammonium nitrate) fertilizers were coated with three anti-caking agents. A GC–MS technique was used for the identification and quantitative determination of the composition of the organic coatings. The influence of the following physicochemical parameters of the preparations was assessed: density, viscosity, melting point, water content, and base number. The effectiveness of anti-caking agents was determined by measuring the force needed to crush the clumped uncoated and coated fertilizers, which were previously subjected to thermal cycles under load. Composition studies showed that all the tested preparations contained hexadecylamine and octadecylamine in comparable amounts and a slack wax. The results demonstrate that the key parameters of an effective anti-caking agent are low water content, appropriate viscosity, and appropriate content of fatty amines. This study can facilitate the development of innovative coatings with similar or higher efficiency, yet with a reduced negative impact on the environment.