The paper considers the influence of copper and stainless steel substrates on the formation patterns of destruction surfaces structure and the peculiarities of the doping elements distribution on the surface in the coating, which is obtained by the PVD of a high-entropy AlCuCoFeNiCr alloy of the equiatomic composition. Peculiarities of the formation of the destruction surfaces structure as a function of the thermophysical parameters are demonstrated. As found, even in coating layers closed to the surfaces, where, according to the coefficients of their thermal conductivity, the rate of cooling on copper should be up to eight times more than one in case of stainless steel, the expected effect of structures refinement (0.5–2.5 $\mu$m) in the copper substrate case is not observed as opposed to significant structures refinement up to the <0.5 $\mu$m, which occurs throughout the thickness of the coating taken off from stainless steel. At the same time, in the copper coating, the process of the structure dispersing is weaker and ends at a smaller distance up to 10 microns from the surface contacting with substrate. This is accompanied by the change in the behaviour of bending fracture of the cover taken off from copper from the quasi-brittle with minimal signs of plastic deformation with a high degree of its localization in the region of the dispersed structures to the brittle-viscous one with the fragments of the intercrystalline bundle in the transition zones. The viscous bending fracture with the intercrystalline destruction along the boundaries of the column structure elements occurs up to the surface. At the same time, the surface of destruction of a coating from stainless steel has a predominantly transcrystalline character. In addition, the increase of structural parameters values for coating from copper is accompanied by an increase in the heterogeneity of chemical elements distribution in the destruction surface structures in the direction of the formation of Cu–Ni–Al compound. Increasing of probability of its nucleation and sizes of corresponding regions occurs in both coatings when a distance from surface of contact with substrate is increased. In particular, it is confirmed that the two coatings have the chemical composition similar to the cathode one. The differences in structural changes are associated with the significantly higher heating rate of the copper substrate, an increased temperature of the coating, and better developed processes of structures formation and solid solution decomposition.