To enhance the accident tolerance of zirconium (Zr) alloy claddings, CrAlSi and CrAlSiN coatings were deposited on Zr substrates by magnetron sputtering. The microstructure, mechanical properties, and high temperature steam oxidation resistance of the coatings were characterized. The results showed that the CrAlSi coating exhibited dense columnar crystalline structure, while the CrAlSiN coating exhibited dense structure, with very small grain nearly closer to amorphous. The adhesion between CrAlSiN coating and Zr substrate (~46 N) is higher than that between CrAlSi coating and Zr substrate (~27 N). Both coatings had good mechanical properties and improved high resistance against the high-temperature steam oxidation for the Zr substrate. Their hardness values were about 3 to 4 times that of the Zr substrate. Meanwhile, after the 1 000 ℃ steam oxidation test for 15 minutes, the thickness of Zr(O) layer decreased by 67% for it was coated with a 4.3 μm thick CrAlSi coating, and no oxidation of the Zr substrate occurred after it was coated by a 4.6 μm thick CrAlSiN coating. Furthermore, a 14 μm thick CrAlSiN coating could prevent the Zr substrate from oxidation in the 1 200 ℃ steam more than 60 min. Both CrAlSi and CrAlSiN coatings prepared by magnetron sputtering can effectively inhibit the high temperature steam oxidation of Zr alloy, and the latter has a better protective effect.