Brittle spalling is a crucial problem for hard ceramic coatings under high-angle sand erosion, especially for traditional binary nitride coatings such as ZrN. Here, we deposited the ZrAlSiN coating by co-doping Al and Si into the ZrN coating to improve the toughness and erosion resistance. ZrN coating was also prepared on Ti6Al4V substrates by magnetic filtration cathode vacuum arc technology (FCVA) under the same process for contrast. The microstructure, mechanical properties, and sand erosion resistance of ZrN and ZrAlSiN coatings were studied. The ZrAlSiN coating contains nanocrystalline ZrAlN and amorphous Si3N4. The results show that the ZrAlSiN coating exhibits the highest H, H/E, H3/E2, and Welastic/Wplastic among as-deposited coatings with the value of ~30.8Gpa, ~0.12, ~0.43Gpa, and 2.19, respectively. The erosion rate of the ZrAlSiN coating is about half that of the ZrN coating. The dopping of Si element is conducive to inhibition of the grain growth. The enhanced toughness while maintaining high hardness is one of the main reasons for the better anti-sand erosion performance of ZrAlSiN coatings. The research helps promote the application of ZrN-based coatings in the field of anti-sand erosion.