Disclosed is a coated member on which a porous metal coating layer is formed and a method of producing the same. The method comprises providing the mother material, feeding powder having a metal composition, which includes at least two different metals selected from the group consisting of Al, Mg, Zn, and Sn and which is expressed by xA-(1−x)B (0<x<1, where x is a weight ratio of A and B), onto the mother material, supplying high pressure gas to the powder, applying the metal powder using on the mother material by spraying the metal powder using the high pressure gas through an supersonic nozzle, and heat-treating the coated mother material to form the porous coating layer. In the method, it is possible to freely control the pore size and porosity of the coated member. Accordingly, it is available to various members for thermal and mechanical applications.