A thick Fe-based amorphous composite coating (1—5mm) was prepared in situ by tungsten inert gas (TIG) cladding method. The auxiliary cooling system was used to improve the solidification rate of molten alloy and decrease the dilution from the substrates. The microstructure of the composite coating was investigated by X-ray differaction, optical microscope and transmission electron microscope. In addition, the micro-hardness of the coating was also measured. The results show that the composite coating is composed of the amorphous phase and the nano-crystalline grains encapsulated by amorphous transition layer, whose content is more than 50 percent. The composite coatings have been found to have good bonding strength and high wear resistance, the maximum value of the micro-hardness is up to 1600HV0.3. The microstructure of the transition layer with good elastic-plastic properties leads to the higher impact resistance. At last, the relations between the microstructure and micro-hardness properties were discussed in detail, and the main reason for high hardness is the cooperation of the amorphous phase and nano-crystalline phase in the composite coatings.