This work reports the results of our investigation of the structure and mechanical properties of physical vapor deposition (PVD) and chemical vapor deposition (CVD) TiAlSiN coatings deposited on cemented carbide substrates. For the first time, a novel nanocomposite of Ti0.13Al0.85Si0.02N coating deposited from TiCl4-AlCl3-SiCl4-NH3-H2 gas precursors was prepared by low pressure chemical vapor deposition (LPCVD) at 780 °C and a pressure of 60 mbar, while PVD Ti0.31Al0.60Si0.09N coating was prepared using the arc ion plating method. The investigation results including morphology, microstructure, chemical composition, phase component, and hardness were carried out by scanning electron microscopy (SEM) equipped with energy dispersive spectrometer (EDS), transmission electron microscopy (TEM), X-ray diffraction (XRD), and nano-indentator. TEM results revealed that both PVD and CVD TiAlSiN coatings consisted of nanocrystalline embedded in SiNx amorphous. The nanohardness of CVD Ti0.13Al0.85Si0.02N coating obtained in this work was 31.7 ± 1.4 GPa, which was 35% higher than that of the PVD Ti0.31Al0.60Si0.09N coating.