TiN/SiNx multilayer coatings were deposited at different deposition pressure by reactive magnetron sputtering. The microstructure and mechanical properties of the coatings were characterized using X-ray diffraction (XRD), atomic force microscopy (AFM) and nanoindentation. The results showed that the layer structure became rough and the preferred orientation of TiN transferred from (200) to (111) plane with the increase of deposition pressure. Surface roughness of the coatings increased but the hardness and elastic modulus decreased with increasing deposition pressure. The variation of mechanical properties are attributed to the changes in layer structures and the densities of the coatings.