The conventional method of preparing metal–ceramic composite structures causes delamination and cracking defects due to differences in the composite structures’ properties, such as the coefficient of thermal expansion between metal and ceramic materials. Laser-directed energy deposition (LDED) technology has a unique advantage in that the composition of the materials can be changed during the forming process. This technique can overcome existing problems by forming composite structures. In this study, a multilayer composite structure was prepared using LDED technology, and different materials were deposited with their own appropriate process parameters. A layer of Al₂O₃ ceramic was deposited first, and then three layers of a NbMoTa multi-principal element alloy (MPEA) were deposited as a single composite structural unit. A specimen of the NbMoTa–Al₂O₃ multilayer composite structure, composed of multiple composite structural units, was formed on the upper surface of a φ20 mm × 60 mm cylinder. The wear resistance was improved by 55% compared to the NbMoTa. The resistivity was 1.55 × 10⁻⁵ Ω × m in the parallel forming direction and 1.29 × 10⁻⁷ Ω × m in the vertical forming direction. A new, electrically anisotropic material was successfully obtained, and this study provides experimental methods and data for the preparation of smart materials and new sensors.