To enhance the performance of surface coatings on weaponry, TaW alloy layers with various W contents (7, 11.5, 13, 14, 14.5 and 16 at. %) were prepared on the surface of a PCrNi3MoVA gun steel substrate using double-glow plasma surface metallurgy technology. Mechanical properties, friction wear, and oxidation resistance were studied using scratch, hardness, and tribometer testers. The mechanical properties, interfacial properties, and effects on the oxidation performance of the gun steel substrate of the TaW alloy layer were calculated using first principles. The results indicated that the surface and cross-sectional microstructures of the TaW alloy layers were dense and free from obvious defects. With increasing W content, the thickness, hardness, and adhesive strength of the TaW alloy layer increased, and the coefficient of friction and wear rate decreased. The results of the calculations indicate that an increase in the W content enhances the elastic modulus of the TaW alloy and improves its brittleness, strength, and hardness. Doping with Ta and W atoms can increase the vacancy formation energy of Fe atoms in the Fe supercell, the adsorption energy of O atoms on the surface of Fe(110), and the diffusion barrier of O atoms in the Fe supercell and on the Fe(110) surface. Interdoping of Ta, W and Fe atoms at the Fe(110)/Ta-W(110) interface improved the bonding strength and stability of the interface, and the FeTa and FeW chemical bonds formed at the Fe(110)/Ta-W(110) interface ensured stable bonding at the interface. The incorporation of W into the TaW alloy layer enhanced both the mechanical and frictional properties of the alloy. It is well established that TaW alloys improve the antioxidant properties of gun steel substrates, thereby enhancing the performance of coatings on weaponry.