In this study, the bending failure process of niobium-based high-temperature oxidation resistance coatings at room temperature was investigated by the acoustic emission technique. The signals were classified by the k-mean clustering method. Based on the cross-sectional scanning electron microscopy observation results, the signals of the coatings under bending load were classfied to substrate deformation, surface vertical cracks, sliding interface cracks, and opening interface cracks. The frequency ranges of various types of signals and the wavelet energy coefficients were obtained by fast Fourier transform and wavelet analysis. The acoustic emission signal frequencies of substrate deformation, surface vertical crack, sliding interface crack, and opening interface crack are 100, 310, 590, and 450 kHz, respectively. The coating bending failure process mainly includes four stages, which are 1) the initial damage stage where vertical cracks sprout on the surface of the tensioned side, 2) the surface vertical crack proliferation stage, 3) the damage accumulation stage where the interface cracks on both sides expand rapidly, and 4) the macroscopic spalling stage where the coating on the stressed side is found to spall significantly.