Microinclusions of high-density fluids (HDFs) were studied in coated diamonds from the Udachnaya kimberlite pipe (Siberian craton, Russia). The presence of C-centers in the coats testifies to their formation shortly before kimberlite eruption, whereas the cores have much longer mantle residence in chemically different mantle substrates, i.e., peridotite-type (P-type) and eclogite-type (E-type). The carbon isotope composition indicates an isotopically homogeneous carbon source for coats and a heterogeneous source for cores. Microinclusions in the coats belong to two groups: high-Mg carbonatitic and low-Mg carbonatitic to silicic. A relationship was found between high-Mg carbonatitic HDFs and peridotitic host rocks and between low-Mg carbonatitic to silicic and eclogites. The composition of high-Mg carbonatitic HDFs with a “planed” trace-element pattern can evolve to low-Mg carbonatitic to silicic during percolation through different mantle rocks. The compositional variations of microinclusions in the coats reflect this evolution.