The binary nitride coatings corresponding to Ti, Zr, Nb, Mo, and Ta have good thermal stability, hardening wear resistance, and high-temperature oxidation resistance. Therefore, the high-entropy alloy nitride coating composed of these five elements is expected to show excellent mechanical properties, and it is suitable for extending tool life in dry-cutting environments. In this paper, (TiZrNbMoTa)Nx high-entropy nitride films were synthesized using a multitarget nonequilibrium magnetron sputtering technique. The paper aimed at investigating the effects of different nitrogen flow rates (FN) on the microstructure and mechanical properties of the films. The results show that, with the increase in FN, the deposition rate gradually decreased, the films exhibited a face-centered cubic structure, and the grain gradually changed from coarse columnar crystals to ultrafine grain structures. The hardness, elastic modulus, and binding force all showed a tendency to increase and then decreased with increasing FN. The hardness and elastic modulus reached their maximum values of 34.39 and 400.97 GPa, respectively, at an FN of 60 SCCM, and the formation of covalent bonds and grain refinement promoted the increase in hardness. This research provided a theoretical foundation for designing and preparing high-entropy ceramic coatings with high performance.