This invention relates to a method for modifying functional coating layer with gradient filler dispersion, and its application. The coating is waterborne or solvent-type, and utilizes paramagnetic motion of paramagnetic metal and nonmetal particle filler during the dispersion of the coating to realize gradient distribution under magnetic force. The method can realize special functionality of the coating layer by controlling the variety of the magnetic filler, particle morphology and addition amount. Within the coating layer, paramagnetic particles aggregate near the substrate, thus can solve the heat expansion difference between the coating layer and the metal substrate, and can ensure the excellent chemical properties of the organic film-forming material. The magnetic filler aggregating at the surface of the coating layer can obviously increase the hardness, wear resistance and microwave absorbency of the coating layer. In strong magnetic field, the paramagnetic arrangement of neddle-like magnetic particles changes the heat-conductive passage of the coating, and can largely improve the heat-conductivity of the coating.