Multi-element CrTiAlN coatings are deposited onto YT14 cemented carbide milling cutter by magnetron sputtering in an Ar+N2 mixture. The nano-indenter, scanning electron microscopy, X-ray diffraction and Rockwell indentations were used to investigate the mechanical property, microstructure and adhesion strength of CrTiAlN coatings. And the tribological properties and dry cutting performance of the CrTiAlN coatings were compared with TiN and TiAlN coatings. The experimental results showed that the phase structures of the composite films include Cr, CrN, Cr2N and TiN phases. And the surface crystal grain of CrTiAlN coatings is relative small and the section structure of CrTiAlN coatings was columns crystal structure. It showed better for CrTiAlN coatings on nano-hardness and adhesion compared with TiN and TiAlN coatings. And the friction coefficient of above three kind coatings was about 0.12-0.15. The friction coefficient and wear volume of CrTiAlN coatings appeared lowest among these three kind coatings. Dry cutting experimental results showed that the sequence of cutting life for these coated tools were CrTiAlN＞TiAlN＞TiN.