CrAlN and TiAlN coatings were deposited on stainless steel substrates by a lateral rotating cathode arc technique. The composition and structure of the as-deposited coatings were analyzed by energy dispersive analysis of X-rays (EDX) and X-ray diffraction (XRD). Thermal conductivity of these coatings is measured using pulsed photothermal reflectance (PPR) technique at room temperature. The measured thermal conductivity of pure TiN coating is around 11.9 W/mK. With increasing Al content, thermal conductivity of the TiAlN coatings decreased significantly and a minimum value of about 4.63 W/mK was obtained at the Al/Ti atomic ratio around 0.72. With the increase of Al content, thermal conductivity of CrAlN coatings decreased slightly but consistently. The variation of thermal conductivity in these coatings is explained in term of phonon scattering on grain boundaries and local strain centers caused by lattice distortion. In comparison with TiAlN, thermal conductivity of CrAlN coatings was evidently lower, which could be partially responsible for their better performance in high speed machining applications as observed in our previous work.