Coating Al2O3 on the surface of cathodes can effectively prevent the chemical and structural evolutions during Li-ion battery operations, and therefore can improve the lifetime of cathode materials in Li-ion batteries. However, there is still a lack of systematic investigations of the cathode compositional effects on the Al2O3 coatings, which could bring very different interfacial structures and electrochemical performance to different cathode materials after coating. In this work, we used a wet-chemical method to synthesize a series of Al2O3-coated LiNi0.5Mn0.3Co0.2O2 (NMC532), LiNi0.6Mn0.2Co0.2O2 (NMC622), and LiNi0.8Mn0.1Co0.1O2 (NMC811), with various Al2O3 loadings and annealing conditions. 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 and cathode compositions. On all tested particles, higher annealing temperature leads to more homogeneous and more closely attached coating on cathode materials with the formation of LiAlO2 phase. Meanwhile, we discovered that the decreasing Mn content facilitates the diffusion of surface aluminum into the bulk after high-temperature annealing, leading to a transfer from surface coating to bulk dopant, which is confirmed by local Al chemical environment evolution, local lattice distortion, and surface morphology change. Additionally, we observed the surface Co segregation in pristine NMC particles, which is found to have a critical influence on the chemical environment of the diffused aluminum. Density functional theory calculations indicate that the incompatibility between Mn and Al could be the reason of the composition dependence of surface Al insertion after the high-temperature annealing. Finally, we demonstrate that the diffusion of Al into the bulk leads to poor cyclability in the charging-discharging process, indicating the importance of the 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 with a longer lifetime.