We have measured the mechanical loss of a dielectric multilayer reflective coating (ion-beam sputtered SiO2 and Ta2O5) in cooled mirrors. The loss was nearly independent of the temperature (4 K ∼ 300 K), frequency, optical loss, and stress caused by the coating, and the details of the manufacturing processes. The loss angle was (4 ∼ 6) × 10 −4 . The temperature independence of this loss implies that the amplitude of the coating thermal noise, which is a severe limit in any precise measurement, is proportional to the square root of the temperature. Sapphire mirrors at 20 K satisfy the requirement concerning the thermal noise of even future interferometric gravitational wave detector projects on the ground, for example, LCGT.