Coatings of (Ti, Cr)B2–NiAlCr cermet materials were deposited on structural steel substrates by detonation spraying. The optimal spray conditions depending on the ratio of structural components were determined for the materials developed. The effect exerted on the coating microstructure and composition by the content of refractory and metal components in the sprayed material was examined. A heterophase lamellar microstructure with the phases being distributed quite uniformly was formed. Coatings from materials with a greater content of the metal component have more uniform phase distribution, which largely depends on the process characteristics of the powders. The NiAlCr alloy-base powders have three to four times higher flowability than the (Ti, Cr)B2-base powders, promoting more stable powder supply and spray process as a whole. The coatings thus show higher density and more uniform phase distribution. Various coating structures were analyzed: without a sublayer, with a NiCr detonation-sprayed sublayer, and with an electrospark-deposited sublayer produced from the same material as used for the main coating. The resultant coatings have high-quality adhesive contact with the substrate, both with and without a NiCr detonation sublayer, and their thicknesses can reach 0.8–1 mm. When an electrospark-deposited sublayer with a high (Ti, Cr)B2 content was used, cracks were found at the coating–sublayer interfaces. This is due to higher hardness and lower ductility of the sublayer under the action of accelerated spray particles. Preliminary surface treatment by spraying different types of sublayers hardly influences the microstructure of the coatings and the quality of their contact with the substrate.