H-13 steel surface was duplex-treated using Plasma Nitriding (PN) and PVD coatings to solve the thermal fatigue problem faced in die-casting applications. Chromium-based multilayer CrN/Cr (m-CrN) coatings and multi-component aluminium–titanium-based AlTiN (m-AlTiN) coatings were deposited using a cathodic arc deposition technique after plasma nitriding the H-13 steel surface with different case-depths of 50 µm and 200 µm. The structural, tribological, corrosion, and mechanical properties of the duplex-treated samples were studied. The thermal fatigue (TF) test was conducted by heating the sample to 600 °C and rapidly cooling it to room temperature, simulating the die-casting process conditions. After multiple cycles, it was observed that the oxide layer thickness formed was lower on duplex-treated samples compared to that on the uncoated plasma nitride sample. In addition, the mechanical properties were improved with the increase in PN diffusion depth. The duplex-treated samples showed better mechanical and thermal fatigue properties compared to untreated and only coated samples. The sample with m-AlTiN deposited on plasma nitrided H-13 with 200 µm case depth displays better thermal fatigue properties compared to the other samples.