The drilling characteristics of alumina ceramics during through-hole drilling with a diamond-coated carbide drill were investigated experimentally. The drilling characteristics were evaluated by cutting edge behavior, cutting force (thrust force and torque), and chipping state at the exit side of the drilled hole in relation to the number of drilled holes. Additionally, the effects of the diamond-coating thickness and drill feed rate were investigated. The drills had a typical twist shape and were made of tungsten carbide base material with diamond coatings at 10 μm and 20 μm thick. The drilling machine was a standard machining center with a simple unidirectional drill feed without vibration. In through-hole drilling, as in blind-hole drilling, the coating on the rake face flaked during the initial stage of drilling, resulting in a sharp cutting edge on the diamond-coating ridge remaining on the flank face. However, flaking of the diamond coating on the rake face was observed earlier during through-hole drilling than in blind-hole drilling. Although the chipping area increased with increasing drill feed rate, coating flaking on the rake face significantly suppressed it at all feed rates. There was a clear correlation between the chipping area and cutting force since the chipping area decreased with decreasing thrust force. Before the theoretical hole penetration, hat-shaped chipping was observed with two crack propagation directions, accompanied by a sharp decrease in thrust force. Moreover, even after observing a sharp decrease in thrust force, a gradual decrease in thrust force was observed in the case of a good chipping state. The chipping area was significantly improved by reducing the coating thickness, and the thrust force was reduced.