Magnetron sputtered TiN, (Ti, Al)N and TiN/(Ti, Al)N multilayer coatings grown on cemented carbide substrates have been characterized by using electron probe microanalysis (EPMA), X-ray diffraction (XRD), scanning electron spectroscopy (SEM), nanoindentation, scratcher and cutting tests. Results show that TiN coating is bell mouth columnar structures, (Ti, Al)N coating is straight columnar structures and the modulation structure has been formed in the TiN/(Ti, Al)N multilayer coating. TiN/(Ti, Al)N multilayer coating exhibited higher hardness, better adhesion with substrate and excellent cutting performance compared with TiN and (Ti, Al)N coating.