High-entropy nitrides have emerged as promising alternatives to traditional protective coatings due to their excellent comprehensive properties. However, there is still a long-standing technical challenge in the design and manufacture of hard and high-temperature stable high-entropy nitride coatings. This study utilized first-principles calculations to evaluate the thermodynamic stability between high-entropy nitrides and corresponding high-entropy metals, as well as titanium alloy substrates, confirming the rationality of the structural design of the functional gradient high-entropy ceramic coating. Subsequently, a double-glow plasma surface alloying technique were conducted to prepare a CrHfNbTaTiN functional gradient high-entropy ceramic coating on titanium alloy, followed by high-temperature cyclic oxidation experiments and high-temperature ball-on-disk wear tests. The research demonstrates that the gradient composition coating exhibits strong interfacial bonding, with an adhesion strength of around 40 N. It maintains excellent oxidation resistance in environments below 700 °C and displays good high-temperature wear resistance. This study contributes to providing insights and guidance for the further development of high-temperature, high-hardness, and wear-resistant materials.