In recent years, growing energy demands and environmental pollution caused by the extensive use of fossil fuels have inspired considerable research interest in adsorptive heat transformation (AHT). This technology offers effective utilization of low-grade solar or waste thermal energy for cooling and heating with low environmental impact. Increasing the AHT power is a keystone for further development and dissemination of this emerging technology. The AHT power is mainly determined by ad/desorption dynamics, which is significantly hindered by slow heat transfer between the adsorbent and heat exchanger. Shaping the adsorbent bed as a coating on the heat exchanger surface is considered an effective route to enhance heat transfer and increase the AHT power. In this review, the technology of adsorbent coating for AHT is comprehensively surveyed, including coating synthesis, adsorption dynamics, and use in real AHT devices. The advantages of the coated bed configuration are considered, and its challenges are outlined. Finally, recommendations for better organization of the coating’s structure for rational control of the relative contributions of heat and mass transfer are considered.