The AlN / TiN_xO_y/ Al multilayers were deposited on Al substrate and Cu substrate by magnetron sputtering technology and the adhesion properties between the multilayers and two kinds of substrates were investigated respectively and the reasons of different adhesion of substrates were analyzed. Porous structures were made on the Al substrate by a two-step anodization method, and then the multilayers were deposited, and the surface morphology, the optical properties and the reflectance of the multilayers were tested. Then the influence of microstructure on the performance of solar absorbing films was studied. The results showed that the adhesion properties between the multilayers and Al substrate were better and porous structures could improve the absorptance of the solar selective absorbing films.