For mechanically protective coatings, the coating material usually requires sufficient stiffness and strength to resist external forces and meanwhile matched mechanical properties with the underneath substrate to maintain the structural integrity. These requirements generate a conflict that limits the coatings from achieving simultaneous surface properties (e.g., high wear‐resistance) and coating/substrate interfacial durability. Herein this conflict is circumvented by developing a new manufacturing technique for functional gradient coatings (FGCs) with the material composition and mechanical properties gradually varying crossing the coating thickness. The FGC is realized by controlling the spatial distribution of magnetic‐responsive nanoreinforcements inside a polymer matrix through a magnetic actuation process. By concentrating the reinforcements with hybrid sizes at the surface region and continuously diminishing toward the coating/substrate interface, the FGC is demonstrated to exhibit simultaneously high surface hardness, stiffness, and wear‐resistance, as well as superb interfacial durability that outperforms the homogeneous counterparts over an order of magnitude. The concept of FGC represents a mechanically optimized strategy in achieving maximal performances with minimal use and site‐specific distribution of the reinforcements, in accordance with the design principles of many load‐bearing biological materials. The presented manufacturing technique for gradient nanocomposites can be extended to develop various bioinspired heterogeneous materials with desired mechanical performances.