The control of residual stresses has been seldom investigated in multilayer coatings dedicated to improvement of wear behavior. Here, we report the preparation and characterization of superposed structures composed of Cr, CrN and CrAlN layers. Nano-multilayers CrN/CrAlN and Cr/CrN/CrAlN were deposited by Physical Vapor Deposition (PVD) onto Si (100) and AISI4140 steel substrates. The Cr, CrN and CrAlN monolayers were developed with an innovative approach in PVD coatings technologies corresponding to deposition with different residual stresses levels. Composition and wear tracks morphologies of the coatings were characterized by scanning electron microscopy, high-resolution transmission electron microscopy, atomic force microscopy, x-ray photoelectron spectroscopy, energy-dispersive x-ray spectroscopy, x-ray diffraction and 3D-surface analyzer. The mechanical properties (hardness, residual stresses and wear) were investigated by nanoindentation, interferometry and micro-tribometry (fretting-wear tests). Observations suggest that multilayer coatings are composed mostly of nanocrystalline. The residual stresses level in the films has practically affected all the physicochemical and mechanical properties as well as the wear behavior. Consequently, it is demonstrated that the coating containing moderate stresses has a better wear behavior compared to the coating developed with higher residual stresses. The friction contact between coated samples and alumina balls shows also a large variety of wear mechanisms. In particular, the abrasive wear of the coatings was a combination of plastic deformation, fine microcracking and microspallation. The application of these multilayers will be wood machining of green wood.