The authors previously developed Supersonic Free-Jet PVD (SFJ-PVD) as a new coating method in which a coating film is formed by depositing nanoparticles at very high velocity onto a substrate. This SFJ-PVD provides a rapid deposition rate and produces a mixture of different kinds of nanoparticles formed in different evaporation chambers on the substrate. This paper describes the preparation of graded Al/AlTi, Ti-Al, and Ti-Al-N coating films with SFJ-PVD. Ti-50 at%Al film and graded Al/AlTi film are produced by depositing Al and Ti nanoparticles formed in different evaporation chambers with the controlled evaporation rates of Al and Ti. Ti-Al-N film is produced by depositing nanoparticles formed in the evaporation chamber with a controlled partial pressure of N₂ in an atmosphere of He. Mixing Ti and Al nanoparticles by depositing them onto a substrate produces in-situ syntheses of γ-TiAl and α₂-Ti₃Al intermetallic compounds on the substrate regardless of the substrate temperature in these experimental conditions. A smooth, compact, and defect-free structure is formed both at the interface between the substrate and the coating films and inside the coating films. XRD analysis reveals the crystal structure of the Ti-Al-N film to be TiN, Ti₃Al₂N₂, Ti₃AlN, and AlN.