Multi-element material coating systems have received much attention for improving the mechanical performance in industry. However, they are still focused on ternary systems and seldom beyond quaternary ones. High entropy alloy (HEA) bulk material and thin films are systems that are each comprised of at least five principal metal elements in equally matched proportions, and some of them are found possessing much higher strength than traditional alloys. In this study, CrVTiNbZr high entropy alloy and nitrogen contained CrVTiNbZr(N) nitride coatings were synthesized using high ionization cathodic-arc deposition. A chromium-vanadium alloy target, a titanium-niobium alloy target and a pure zirconium target were used for the deposition. By controlling the nitrogen content and cathode current, the CrNbTiVZr(N) coating with gradient or multilayered composition control possessed different microstructures and mechanical properties. The effect of the nitrogen content on the chemical composition, microstructure and mechanical properties of the CrVTiNbZr(N) coatings was investigated. Compact columnar microstructure was obtained for the synthesized CrVTiNbZr(N) coatings. The CrVTiNbZrN coating (HEAN-N165), which was deposited with nitrogen flow rate of 165 standard cubic centimeters per minute (sccm), exhibited slightly blurred columnar and multilayered structures containing CrVN, TiNbN and ZrN. The design of multilayered CrVTiNbZrN coatings showed good adhesion strength. Improvement of adhesion strength was obtained with composition-gradient interlayers. The CrVTiNbZrN coating with nitrogen content higher than 50 at.% possessed the highest hardness (25.2 GPa) and the resistance to plastic deformation H3/E*2 (0.2 GPa) value, and therefore the lowest wear rate was obtained because of high abrasion wear resistance.