The nanocomposite structure of Fe-Al intermetallic coating, created in situ during gas detonation spraying (GDS) of as-milled self-decomposing powder and containing disordered 8 nm FeAl nanocrystals, was analyzed using scanning electron microscopy (SEM) with energy-dispersive x-ray (EDX) spectroscopy, transmission electron microscopy (TEM), selected-area electron diffraction (SAED), and x-ray diffraction methods. It is found that the Fe-Al coating is characterized by a sublayer morphology consisting of flattened and partially melted splats containing a wide Al range from about 26 to 52 at.%, as well as Al 2 O 3 oxides, created in situ at the internal interfaces of splats during the GDS process. The complex oxide films, identified as amorphous Al 2 O 3 , which are formed in the nanocrystalline Fe-Al matrix of the GDS coating behave like a composite reinforcement in the intermetallic Fe-Al coating. The combined presence of nanosized subgrains in the Fe-Al matrix and the Al 2 O 3 nanoceramic dispersoids significantly increases the microhardness of the coating.