Recently, the TiAlSiN/TiAlN coatings with excellent mechanical and thermal properties have great potential for protective applications that face deteriorated service environments. Here, we systematically investigate the interface structure, mechanical properties, and thermal stability of TiAlSiN/TiAlN multilayers with varied Al and Si contents of TiAlSiN sublayer. Both Ti 0.53 Al 0.38 Si 0.09 N/Ti 0.52 Al 0.48 N (ML_1) and Ti 0.48 Al 0.38 Si 0.14 N/Ti 0.52 Al 0.48 N (ML_2) exhibit the face-centered cubic structure through epitaxial growth, whereas the Ti 0.43 Al 0.48 Si 0.09 N/Ti 0.52 Al 0.48 N (ML_3) shows a mixed cubic/wurtzite (c/w) structure. This mechanism is explored by first-principles calculations that the increased content of Al and Si within the TiAlSiN sublayer is detrimental to the formation of a coherent interface. Meanwhile, the change of interfacial structure leads to a variation in hardness from ∼35.6 GPa of ML_1 to ∼35.4 GPa of ML_2 and then to ∼30.9 GPa of ML_3. In addition, ML_1 presents a delayed thermal decomposition by ∼100 °C, compared to those of ML_2 and ML_3 multilayers.