Despite their extensive use in the automotive and aerospace industries, Mg and Mg alloys, which are light metals, exhibit low fatigue and tensile strength. In this study, transition metal-nitride (TMN) multilayer coatings (Ti+TiN+Ti+TiVN) were coated twice on AZ91 Mg alloy using a Confined Field Unbalanced Magnetron Sputtering (CFUBMS) system to increase fatigue and tensile strength. The structural properties of the films were analyzed by using X-ray diffraction (XRD), scanning electron microscope (SEM), and energy dispersive spectrometry (EDS) methods, and the mechanical properties were analyzed by rotating bending fatigue and tensile testing machines. Ti+TiN+Ti+TiVN multilayer nitride surface coatings on AZ91 Mg alloys showed a dense and columnar microstructure and according to XRD results (111) was the preferred orientation with the dominant peak. The fatigue limit value of the AZ91 base material was fixed at 60.46 MPa, while it increased to 68.48 MPa after being coated with multilayer nitride. Along with the multilayer nitride coating, the tensile strength increased from 169.98 MPa to 175.43 MPa. As a result, the multilayer hard nitride coating with low surface roughness, which fills the defects, notches, and voids on the surface of the AZ91 base material, increased the fatigue and tensile strength in parallel. Based on the outcomes of the research, the literature has been enriched with an innovative approach through the enhancement of fatigue and tensile strengths by applying a CFUBMS coating to lightweight metals and alloys, such as AZ91, especially in the transportation industry where lightness and dynamic load resistance are essential.