The Ti-Al-Zr target and pure Cr target were used to prepare the TiAlZrCr/(Ti, Al, Zr, Cr) N gradient films on the substrates of high speed steel (W18Cr4V) by multi-arc ion plating technique. The composition and microstructure of the gradient films were analyzed by scanning electron microscope (SEM), energy disperse spectroscopy (EDS), and X-ray diffraction (XRD). Meanwhile, Vickers indentation and scratch test were used to measure the hardness and adhesive strength between the film and the substrate. The results showed that the prepared gradient films were the TiN (B1-NaCl) type face-centered cubic structure. The (Ti, Al, Zr, Cr) N gradient film with the TiAlZrCr alloy interlayer was confirmed by the composition analysis. By increasing the bias voltage, the drop contamination on the film decreased and the micro-hardness of the film increased (with the maximum value of HV3500). Finally, the adhesive strength between the film and the substrate deposited at all the bias voltages was excellent, and the critical load was about 190N similar to 200N.