HfO2 thin films are deposited on the crystal and the laser ceramic by electron beam evaporation technology respectively. Grazing incidence X-ray diffraction (GIXRD) and nano-scratch tester are used to investigate the crystalline structures and mechanical properties of the films. The experimental results show that crystalline orientations of the HfO2 films on single crystal substrate and polycrystalline ceramic substrate are all polycrystalline structures, and have (020) preferred growth, while the films on ceramic structures have stronger preferred orientation. The crystal-HfO2 films with a worse adhesive force have more diffraction peaks, while the ceramic-HfO2 films with a better adhesive force have less diffraction peaks. Compared the X-ray diffraction (XRD) results of two substrates and the films coated on them, the difference between single crystal structure of crystalline substrate and polycrystalline structure state of film is big, which contributes to a bigger residual stress, and a worse adhesive force between the crystal and the film. The weak binding force leads to small constraint effect of substrate on films. So, the films on the substrate of single crystal have more diffraction peaks. The difference between polycrystalline structure of ceramic substrate and the polycrystalline structure of films is small. This similar crystalline state makes the preferred orientation of the films more obvious and weakens the residual stress. So the adhesive force between the ceramic substrate and the HfO2 film is relatively better than that of crystal-HfO2 system. The strong binding force limits the growth of crystal orientation of HfO2 films, and the diffraction peaks of the films are less.