High-entropy nitrides (HENs) are emerging as next-generation protective coatings that offer superior performance over conventional nitrides on cutting tools. This study explores a new class of HEN coatings with the composition (AlTi xNbCrZr)N (x = 0, 0.5, 1), alongside a conventional TiAlN coating, both deposited on cemented carbide substrates via magnetron sputtering. Comprehensive analyses were carried out to evaluate their microstructural characteristics, mechanical and wear properties. The results indicate that both TiAlN and (AlTi xNbCrZr)N coatings exhibit a single-phase face-centered cubic (FCC) solid solution. Compared with the conventional TiAlN coating, HEN coatings exhibit significantly enhanced mechanical properties due to intensified Me-N covalent bonding and lattice distortion-induced energy barriers that impede dislocation motion and slip. As the Ti content increased, the (AlTi xNbCrZr)N coatings displayed progressive improvements in mechanical performance, reaching a peak hardness of 46.06 GPa. This enhancement is consistent with the inverse Hall-Petch regime for sub-10 nm grain sizes, where grain coarsening enhances hardness by suppressing grain boundary sliding as the dominant deformation mechanism. In terms of wear resistance, the HEN coatings outperformed TiAlN, benefiting from solid solution strengthening driven by high entropy. Among (AlTi xNbCrZr)N coatings, (AlTi 0.5NbCrZr)N demonstrates optimal wear resistance (wear rate: 4.18 × 10 −8 mm 3/N·m), attributed to balanced suppression of two failure pathways: (i) excessive abrasive particle formation from low-hardness coatings, and (ii) adhesive wear promoted by elevated Ti content through enhanced material adhesion at the ball-coating interface, leading to accelerated coating tearing failure. The dominant wear mechanisms were identified as adhesive wear and oxidative wear, with slight abrasive wear. These findings offer valuable insights and foundational data for advancing Ti alloy machining technologies.