Aluminum rich nitride coatings are often used to protect cutting tools and prolong their service life. In this work, a preoxidation technique and duplex coating design were combined to further improve the bearing capacity and heat resistance of cutting tools. The Al-Cr-Si-N, Al-Cr-Si-O-N, and Al-Cr-Si-N/Al-Cr-Si-O-N duplex coatings were developed by arc ion plating, respectively. The morphology, phase constituents, mechanical and tribological properties of the coatings were characterized and tested by SEM, XRD, a micro-hardness tester, scratch tester, and tribometer. The results showed the coating became more compact and smoother after oxygen doping. However, the Al-Cr-Si-N coating presented the best mechanical properties and tribological behaviors. Its hardness and critical load showed the highest values, which were about 4000 HV and 81 N, respectively. A friction coefficient of 0.67 and wear rate of 1.4 × 10−3 μm3/N·mm were also the lowest values in the study. The three coatings were deposited on the same solid carbide end mills and performed the cutting tests under same conditions. By comparison, the Al-Cr-Si-N coated tool presented the longest tool life and minimum cutting force when cutting C1045 medium-carbon steel. After 90 min of dry milling, the width of the flank wear band (VB) of the AlCrSiN coated tool reached 135 μm, which was much lower than that of the other two coated tools.