Metal–Organic Frameworks (MOFs) have emerged as advanced porous crystalline materials due to their highly ordered structures, ultra-high surface areas, fine-tunable pore sizes, and massive chemical diversity. These features, arising from the coordination between an almost unlimited number of metal ions/clusters and organic linkers, have resulted in significant interest in MOFs for applications in gas storage, catalysis, sensing, energy, and biomedicine. Beyond their stand-alone properties and applications, recent research has increasingly explored the integration of MOFs with other substrates, particularly electrodes, polymeric thin films, and glass surfaces, to create synergistic effects that enhance material performance and broaden application potential. Coating MOFs onto these substrates can yield significant benefits, including, but not limited to, improved sensitivity and selectivity in electrochemical sensors, enhanced mechanical and separation properties in membranes, and multifunctional coatings for optical and environmental applications. This review provides a comprehensive and up-to-date summary of recent advances (primarily from the past 3–5 years) in MOF coating techniques, including layer-by-layer assembly, in situ growth, and electrochemical deposition. This is followed by a discussion of the representative applications arising from MOF-substrate coating and an outline of key challenges and future directions in this rapidly evolving field. This article aims to serve as a focused reference point for researchers interested in both fundamental strategies and applied developments in MOF surface coatings.