► In this we studied three different TiAlN-based multilayers deposited on differently etched steel substrates. ► Multilayer with the thickest ceramic layers has the highest hardness and lowest wear coefficients as well as the lowest compressive stress in the ceramic layers. ► Owing to the etching process prior coating, high adhesion of multilayers was achieved by applying a combination of MF-pulsed sputter etching followed by ion sputter etching. ► Compressive stresses were found in the coating-near substrate region, which support and fit on the subsequent deposited multilayers. In this research work, Ti/TiAlN multilayers of various designs were deposited onto substrates pretreated by different etching procedures. The influence of multilayer design and substrate pretreatment on multilayers adhesion, hardness, wear and friction coefficients was systematically analyzed and correlated with residual stresses of these multilayers as well as with residual stresses on the coating-near substrate region, which were analyzed by synchrotron X-ray diffraction at HZB-BESSYII. These investigations show that the adhesion can be improved by a specific etching procedure, which cause increased compressive stress in the coating-near the substrate region. Additionally, it was found, that the multilayer with the thickest ceramic layers has the highest hardness and the lowest wear coefficients as well as the lowest compressive residual stress within studied multilayers.