Nano-multilayer PVD thin films were deposited on 100C6 (AISI 52100) steel substrate by a PVD magnetron sputtering system. The morphological and microstructural properties were evaluated by using atomic force microscopy and scanning electron microscopy. Residual stresses in all coatings were determined by XRD using the sin2w method. Microindentation and scratch tests were performed, respectively, with a Vickers hardness testing machine and scratch test. These tests were carried out on several coatings with various structures, and compositions TiN single layer, TiAlN multilayer, and TiN/TiAlN nano-multilayer. Hardness measurements were performed by using Vickers imprint using the Jonsson and Hogmark model. Critical loads were measured by scratch test. The results show that the coatings topography was dominated by domes and craters which were uniformly distributed over the surface, and all coatings showed a columnar structure. Damage mechanisms under microindentation and scratch depended on coatings structure and composition. Mechanical and structural properties control the damage behavior and the adhesion quality of coatings. The multilayer structure provides an increase in residual stress, hardness, and failure resistance and a decrease in cracks propagation and adhesion resistance.