This work is aimed at obtaining gradient coating of aluminum oxide (Al2O3) by detonation spraying. The influence of technological parameters of spraying on the formation of structure, phase composition. mechanical, and tribological characteristics of Al2O3 coatings have been investigated. It was determined that coatings obtained from the same raw powder materials under different technological conditions show different structural and phase characteristics. X-ray diffraction analysis showed that when the barrel is filled with gas mixture by 56%, the coating with the main phase α-Al2O3 is formed, and when the barrel is filled with gas mixture by 63%, the coating with the main phase γ-Al2O3, which is relatively more ductile than α-Al2O3, is formed. It is determined that the α-Al2O3 formed mainly on the surface provides good wear resistance. The bottom layer composed of γ-Al2O3 phase, which is relatively more ductile than α-Al2O3, provides good adhesion of the coating to the substrate. Tribological study showed that the coating obtained at 56% of filling shows good wear resistance compared to other samples. At 63% of filling the results of scratch test showed good adhesive strength. By varying the technological mode of detonation sputtering (56%, 53%, and 63%), Al2O3 coating with gradient structure was obtained, in which γ-Al2O3 smoothly transitions to α-Al2O3 from the substrate to the surface. The hardness of the coatings was found to increase smoothly from substrate to surface (12.4–14.2 GPa).