The behavior of TiAlCr detonation coatings with an outside thermal barrier layer in high-temperature oxidation in air is examined. It is established that the efficiency of thermal-barrier coatings with a zirconia external layer on substrates of Ti-rich alloys and γ-TiAl depends on the oxidation of the binding TiAlCr layer and the diffusion at the coating-substrate interface. It is shown that the presence of a ceramic layer has no fundamental effect on the oxidation of γ-TiAl-based coatings. The behavior of TiAlCr coatings in high-temperature oxidation depends on the substrate structure, which determines the nature of diffusion at the coating-substrate interface. If the substrate is made of titanium-rich alloys, there is active diffusion of Al and Cr from and of Ti into the coating. Since the Al/Ti activity ratio changes, a mixed layer of TiO2 and Al2O3 forms on the surface. In case of the γ-TiAl substrate, a layer on the TiAlCr surface consists of Al2O3 alone.