Nano-structured superhard coatings represent the state-of-the-art in the rapidly increasing worldwide market for protective coatings. In this study, the combination of nano-composite and nano-multilayered structures into the same coating was attempted. Nano-multilayered coatings of TiN/TiSiN and CrN/CrSiN were deposited on tool steel substrates by closed-magnetic-field unbalanced DC magnetron sputter ion plating. The coating structures were characterized using X-ray diffraction, atomic force microscopy, and scanning electron microscopy. Mechanical characterizations were performed including nano-hardness measurement, progressively-increasing-load scratch test, and wear test. TiN/TiSiN coatings have a nano-hardness of 40.2 GPa, whereas CrN/CrSiN coatings have a hardness of 30.9 GPa. TiN/TiSiN coatings also showed a higher critical failure force and scratch fracture toughness as well as better wear resistance and lower acoustic emission signal, indicating less total damage to the coatings.