Coating targeted particles using a wet-chemical method is a simple, effective, and easy-to-scale-up method to coat protective oxide layers. Previous studies have shown that wet coating Al₂O₃ on the surface of Li-ion battery cathode materials can effectively prevent their chemical and structural degradation during charging-discharging processes, and improve the lifetime of batteries. However, there are still a limited number of systematic investigations of the wet coating process for Al₂O₃ coatings on cathode materials. The selection of precursors, solvents, coating loadings, annealing conditions, and even the compatibility between the Al₂O₃ coating and the underlying cathode material, are synthetic variables that can change the interfacial structure and electrochemical performance of the coated cathode. In this work, we used the wet-chemical method to synthesize a series of Al₂O₃-coated LiNi_xMn_yCo_1-x-yO₂ (NMC) particles, with various precursor-solvent combinations, Al₂O₃ loadings, annealing conditions, and cathode compositions. Using nuclear magnetic resonance, electron microscopy and high-resolution X-ray diffraction techniques, we have shown that the structural and chemical evolutions of the surface coatings are highly dependent on annealing temperatures, cathode compositions and precursor-solvent combinations. Higher annealing temperature lead to a more homogeneous, smoother, and conformal coating on cathode materials with the formation of LiAlO₂ phase. Organic solvents in place of water also lead to a more evenly and strongly bonded coatings, particularly under low-temperature treatment. We have also found that the crystallization temperature of the coating layers is precursor dependent. In addition, we have discovered that decreasing Mn content facilitates the diffusion of surface aluminum into the bulk in samples that have undergone high-temperature annealing. This facilitates a transfer of aluminum cations from the surface coating to become a bulk dopant. This is confirmed by local Al chemical environment evolution, local lattice distortion and surface morphology changes. Density functional theory calculations indicate that the incompatibility between Mn and Al could be the reason of the composition dependence of surface Al insertion. Finally, we demonstrate that the diffusion of Al into the bulk, the low temperature treatment, and the aqueous coating process lead to poor cyclability and low capacity in charging-discharging process, indicating the importance of the optimized wet coating protocols and coating-cathode compatibility to the electrochemical performance of coated cathodes. This work is important to the development of better coating methods for the next generation cathode materials in Li-ion batteries.