In this study, a multilayered hard coating with a tungsten matrix and a transition layer was deposited on pure copper by double glow plasma surface alloying technology, which aimed to provide the coating superior binding force and favorable matching of mechanical properties. The micro-hardness tester was adopted to measure the surface and cross-sectional hardness of the coatings. The nanoindentation test was used to measure the elasticity modulus of the coatings. Sliding wear tests under different conditions were performed on the W/Ta multilayer coating as well as the Cu substrate and W coating. The fairly low specific wear rate of the multilayer coating proved its excellent wear-resisting property, and the wear mechanism of the multilayer coating was mainly abrasive wear. In addition, a scratch test was executed to evaluate the deformation mechanism of the coating. Compared to the W coating, the persistence of the changing elastic–plastic deformation in the W/Ta multilayer coating improved the adhesion and resistance to plastic deformation. Moreover, the changing elastic–plastic deformation region is a benefit to the wear process, and the mechanical properties of the transition layer present a linear gradient descent instead of a vertical gradient, which makes a significant contribution in the wear stage. Further, the exploration of deformation mechanisms has a significant contribution to the design for multilayered hard coatings.