The surface of a Li[Ni0.8Co0.15Al0.05]O2 cathode material was coated by a 50-nm thick AlF3 layer using a simple dry coating process. Although the initial discharge capacity of pristine and AlF3-coated Li[Ni0.8Co0.15Al0.05]O2 was nearly same, the AlF3-coating significantly improved the electrochemical performances of Li[Ni0.8Co0.15Al0.05]O2 in a full cell configuration (graphite anode), especially at an elevated temperature (55 °C). Furthermore, the AlF3-coated Li[Ni0.8Co0.15Al0.05]O2 had better thermal stability than the pristine electrode. The improved electrochemical performance likely arose from the AlF3 coating layer which may have retarded the transition metal dissolution from HF attack. Electrochemical impedance spectroscopy and transmission electron microscopy provided direct evidence that the AlF3 coating layer suppressed the increase in charge transfer resistance and cathode material pulverization during cycling.