A series of TiAlN/Si3N4 nano-multilayer films with various Si3N4 layer thicknesses were prepared by reactive magnetron sputtering. These multilayers were then annealed at temperatures ranging from 600 to 900°C in air for 1 hour. The composition, microstructure, and mechanical properties of the films were characterized by energy dispersive x-ray spectroscopy, x-ray diffraction, scanning electron microscopy, and nanoindentation. It reveals that under the template effect of TiAlN layers in multilayers, as-deposited amorphous Si3N4 is crystallized and grows coherently with TiAlN layers when Si3N4 layer thickness is below 0.6 nm. Correspondingly, the hardness and elastic modulus of the multilayers increase significantly. With further increase in the layer thickness, Si3N4 transforms into amorphous, resulting in a decrease of hardness and modulus. The TiAlN/Si3N4 nano-multilayers could retain their superlattice structure even up to 900°C. The small decrease in the hardness of multilayers annealed below 800°C was correlated to the release of compressive stress in multilayers. However, oxidation was found on the surface of multilayers when annealed at 800°C, which resulted in a marked decrease in the hardness of multilayers. The multilayers presented higher hardness as compared with the monolithic TiAlN film.