Composite films are widely applied for their superior properties compared with the single component films. Taking the composite thoughts of protective, catalytic, electrical, optical along with mechanical properties as the points of penetration, the methods of mechanical properties were expounded through the membrane layer composite doping in order to enhance the corrosion resistance of alloy, promote the lubrication friction property, improve the conductivity of membrane layer, control the refractive index of optical thin films and the spectral absorption, as well as increase the hardness, tensile strength. The related frontier achievements at home and abroad are briefly introduced, and the future development of composite films is prospected, which provide reference for the research in related fields.