Nowadays, lithium-ion batteries (LIBs) are one of the most convenient, reliable, and promising power sources for portable electronics, power tools, hybrid and electric vehicles. The characteristics of the positive electrode (cathode active material, CAM) significantly contribute to the battery’s functional properties. Applying various functional coatings is one of the productive ways to improve the work characteristics of lithium-ion batteries. Nowadays, there are many methods for depositing thin films on a material’s surface; among them, one of the most promising is atomic layer deposition (ALD). ALD allows for the formation of thin and uniform coatings on surfaces with complex geometric forms, including porous structures. This review is devoted to applying the ALD method in obtaining thin functional coatings for cathode materials and includes an overview of more than 100 publications. The most thoroughly investigated surface modifications are lithium cobalt oxide (LCO), lithium manganese spinel (LMO), lithium nickel-cobalt-manganese oxides (NCM), lithium-nickel-manganese spinel (LNMO), and lithium-manganese rich (LMR) cathode materials. The most studied processes of deposition are aluminum oxide (Al2O3), titanium dioxide (TiO2) and zirconium dioxide (ZrO2) films. The primary purposes of such studies are to find the synthesis parameters of films, to find the optimal coating thickness (e.g., ~1–2 nm for Al2O3, ~1 nm for ZrO2, <1 nm for TiO2, etc.), and to reveal the effect of the coating on the electrochemical parameters of batteries. The review summarizes synthesis conditions, investigation results of deposited films on CAMs and positive electrodes and some functional effects observed due to films obtained by ALD on cathodes.