The (Ti, Al, Zr) N/(Ti, Al, Zr, Cr) N and CrN/(Ti, Al, Zr, Cr) N four-component bilayer nitride films were deposited on cemented carbide (WC-8 %C_O) substrates by multi-arc ion plating technique using the combined Ti-Al-Zr alloy and pure Cr targets. The morphology, composition and crystalline structure of two bilayer films were analyzed by scanning electron microscopy (SEM), energy disperse X-ray spectroscopy (EDS) and X-ray diffraction (XRD). Scratch test and Vickers microindentation were used to compare the mechanical properties of two bilayer films. It is shown that the two prepared bilayer films are still the TiN (B1-NaCl) face-centered cubic structure. The cross-sectional morphologies reveal the typical columnar crystal structures. As the bias voltages vary from -50 to -200V, the mechanical properties of two bilayer films are better than those of the (Ti, Al, Zr, Cr) N monolayer films and almost close to those of the Ti-Al-Zr-Cr-N gradient films. The microhardness of the (Ti, Al, Zr) N/(Ti, Al, Zr, Cr) N bilayer film is more excellent than that of the CrN/(Ti, Al, Zr, Cr) N film (max. Hv_0.01 4100). However, the adhesive strength of the CrN/(Ti, Al, Zr, Cr) N bilayer film is superior to that of the (Ti, Al, Zr) N/(Ti, Al, Zr, Cr) N film (all > 200 N).