Observations elsewhere have shown that multilayer structures with layers ~10 nm thick can be harder than monolithic ones. Here we see whether these effects can be observed at high temperatures and investigate the effect of temperature on the manner of deformation. The hardness of an AlN/CrN multilayer structure with a range of wavelengths from 6-200 nm has been measured at temperatures from room temperature to 400 oC. The changes in hardness have been related to the deformation behaviour observed by cross-sectional transmission electron microscopy and atomic force microscopy. These observations suggest that the mechanical properties of the coatings are dominated by the refinement in the columnar microstructure rather than directly by an effect of the layer interfaces on dislocation motion.