The work aims to deposit the TiAlSiYN multi-component coatings with gradient composition structure by com-posite PVD coating technique combining cathodic arc plating and magnetron sputtering. In the deposition process, the TiAlSiYN coating with changing gradient compositional structure was obtained by switching the arc targets. Scanning electron microscopy and its accompanying spectrometer and X-ray diffractometer were used to analyze the cross-sectional microstructure, composition and phase structure of the coating before and after oxidation. The implantation of trace amounts of yttrium by magnetron sputtering in the process of cathodic arc deposition interfered with the growth of the coating and reduced the growth rate of the coating. Y element had the function of refining the columnar structure in the coating, and lowering the initial oxidation temperature and oxidation rate of the coating. Compared with the TiAlSiN coating with homogeneous composition, the surface of the TiAlSiYN coating with homogeneous composition was not oxidized at 800 ℃. The thickness of the high-oxygen oxynitride layer was less than that of the TiAlSiN coating after being kept at 900 ℃ for 1 h. The graded-composition structure significantly reduced the oxidation resistance of the TiAlSiYN coating. After being kept at 900 ℃ for 1 h, the TiAlSiYN coatings with graded-composition structure were completely oxidized. The oxidized structure mainly included rutile-TiO2, and a small amount of anatase-TiO2, SiO2 and Al2O3. Therefore, the rare earth element Y has an effect of improving the oxidation resistance of the coating while the gradient composition structure is detrimental to the oxidation resistance of the coating.