Multi-layers of Al, Ni, and Ti were successfully obtained by cold gas dynamic spray process (CDSP) and diffusion behavior of layers after post-annealing was investigated.  The powder particles were accelerated through a standard De Laval type nozzle with the pressure of 1.4 MPa (prior to enter). Instead of conventional Helium gas, the air was used as main carrying gas. The as-purchased powder size of Al, Ni, and Ti was 77μm, 3μm­, and 44μm­, respectively. The coatings with multi-layers were annealed at 500~630^oC in the air and N₂ atmosphere. In the case of the multi-coatings of Al and Ni (Al/Ni coating on Al substrate), the intermetallic compound layers such as the Al3Ni and Al₃Ni₂ were formed initially at the original interface and moved toward Ni side owing to the faster diffusion of Al than Ni atoms; the Al₃Ni₂ layer was formed with the longer diffusion distance of Al while the formation of Al₃Ni occurred by the short diffusion of Al. The similar results were obtained by single Al coating on Ni substrate. In the case of multi coatings of Al and Ti (Al/Ti coating on Al substrate) and single Al coating on Ti substrate, the Al₃Ti intermetallic compound layer was formed at the Al/Ti interface after post annealing. Therefore, the whole conversion of metallic coatings into compounds could be done using this technique.