Direct current (DC) and radio frequency (RF) magnetron sputtering methods were selected for conducting the deposition of structural materials, namely ceramic and metallic co-depositions. A total of six configurations were deposited: single thin layers of oxides (Cr2O3, SiO2) and co-deposition configurations (50:50 wt.%) as structural materials (W, Be)—(Cr2O3, SiO2), all deposited on 304L stainless steel (SS). A comprehensive evaluation such as surface topology, thermal desorption outgassing, and structural/chemical state was performed. Moreover, mechanical characterization evaluating properties such as adherence, nano indentation hardness, indentation modulus, and deformation relative to yielding, was performed. Experimental results show that, contrary to SiO2 matrix, the composite layers of Cr2O3 with Be and W exhibit surface smoothing with mitigation of artifacts, thus presenting a uniform and compact state with the best microstructure. These results are relevant in order to develop future dense coatings to be used in the fusion domain.