Al₂O₃ coatings on cathode materials are thought to be an effective way to prevent chemical and structural evolutions during battery operation and therefore to improve the cyclability of lithium-ion batteries. However, the systematic study on the effect of coating process and cathode composition on interfacial morphology and composition and their effect on electrochemical performance is missing. In this work, we used a wet-chemical method to synthesize a series of Al₂O₃-coated LiNi_0.5Co_0.2Mn_0.3O₂ (NCM523) and LiCoO₂ (LCO) treated under various sintering conditions. Using nuclear magnetic resonance and electron microscopy we have shown that the homogeneity, morphology and atomic structures of the coating layers are highly depended on the post heating temperature, and schemes of surface coating layer evolution are built upon a comprehensive study on aluminum local order, coating-bulk interactions and imaging characterizations. For Al₂O₃-coated NCM523, higher annealing temperature leads to more homogeneous and more closely attached coating on cathode materials, corresponding to better electrochemical performance. While for Al₂O₃-coated LCO, the incorporation of Al into the cathode materials can be observed after treated under high temperatures, which is not observed on Al₂O₃-coated NCM523. As a result, the Al₂O₃-coated LCO annealed at the higher temperature shows higher initial capacity and worse cyclability compared to that annealed at the lower temperature, due to the total intercalation of surface alumina into the bulk layered structure. This work shows that the chemical compositions of cathode materials and annealing conditions have significant influence on the nature of Al₂O₃ coating layers and to the electrochemical performance of Al₂O₃-coated cathode materials.