Cr_1 − xAl_xN (0 < x < 1) coatings were fabricated by a reactive magnetron sputtering method on a K38G alloy. The composition and microstructure of the coatings were investigated. Phase segregation of cubic AlN was considered in Cr_0.65Al_0.35N using X-ray diffraction analyses. This segregation of cubic AlN from CrAlN matrix might be induced by the high micro-stress. The critical failure load determined by scratch tests of the coating with c-AlN segregation was highest among all the coatings studied in the present work, which indicated that the coating has the best adhesion.