The invention relates to a process for the preparation of a multilayer coating, comprising a stack, on a substrate, of several layers chosen from among layers constituting by TiN and layers constituted by (Ti,Al)N, also known as Ti1-xAlxN, the entire coating being produced in a single, continuous operation by thermal chemical vapour deposition (CVD) from a gaseous mixture comprising a reducing gas, such as ammonia or nitrogen, hydrogen and titanium and optionally aluminium chlorides, the nature and / or composition of each deposited layer being instantaneously adjusted by modifying the reducing gas to hydrogen molar ratio in the gaseous mixture. The invention also relates to multilayer coatings comprising (Ti,Al)N layers of variable compositions and in particular with composition gradient. Application to wear-resistant or abrasion-proof coatings having a resistance to oxidation and corrosion, particularly at high temperatures.