The effects of Al target power on the microstructure and mechanical properties of CrAlN nanometer gradient coatings was studied. Three kinds of CrAlN nano-gradient coatings with different Al contents on the surface were prepared by using the magnetron sputtering and arc ion plating technique, keeping the Cr target current unchanged and increasing the Al target power linearly (0.6~2.2, 0.6~2.4, 0.6~2.6 kW). The microstructure, composition, mechanical properties and high temperature oxidation resistance of CrAlN nano-gradient coatings were characterized by X-ray diffractometer, electron microscope scanning, transmission electron microscope, nano-indentation instrument, scratch gauge and high temperature muff furnace. When the linear terminal power of Al target was less than 2.4 kW, the main phase structure of the coating was fcc-(Cr,Al)N, and the preferred orientation was (111) crystal plane; when the linear terminal power of Al target increased to 2.6 kW, the hcp-AlN phase appeared in the coating. With the increase of the linear terminal power of Al target, the hardness and adhesion strength of the coating decreased firstly and then increased. The CrAlN coating prepared under the condition of 2.4 kW linear terminal power of Al target was oxidized at 800 ℃ for 1 h. The grains became coarse slightly, and the surface was slightly oxidized and cracked, but the main phase structure of the coating was still fcc-(Cr,Al)N. When the linear terminal power of the Al target was 2.4 kW, the CrAlN nano-gradient coating had the highest hardness (31.3 GPa) and the best film-substrate cohesion(88 N), and behaved a good resistance to high temperature oxidation.