One kind of Al2O3 ceramic-lined steel pipe was prepared with the gravitational separation SHS method by using the reaction system of Al-Fe2O3-Cr2O3. The element line scans of transition structure and the element plane scans of ceramic coating far away from transition layer were analyzed by Scanning Electron Microscopy and Energy Dispersive Spectroscopy, and then they were used to discuss the coating structure and interface bonding mechanism, and investigate the element composition distribution of coating. All of these were closely related to improving the properties of ceramic-lined steel pipe. The results showed that a transition layer was formed between metal pipe and ceramic coating, it was due to the gravitational separation and molecular diffusion motion of the reaction products in molten state; in the transition structure the amount of the reaction elements was gradually transitional from the direction of the coating-transition layer-steel pipe, which could reduce the stress difference between the layers; in the coating far away from the transition layer, only small amount of Fe embedded in the ceramic was left in the form of Fe-Cr alloy, while Cr was uniformly enriched in the Al2O3 ceramic, these all have great influence on the anti-corrosion ability of coating.