The hot salt corrosion behavior of TiAlTaN coating and TiAlTaN/CrAlN multilayer coatings with different modulation periods under external stress condition were studied. The complex stress distribution on the specimen surface was obtained by designing a double-sided notched tensile specimen, and then the hot salt stress corrosion test was carried out at 500 °C for 120 h. The TiAlTaN monolayer coating had obvious stress cracking under stress loading, while the TiAlTaN/CrAlN multilayer coatings showed good resistance to hot salt stress corrosion crack even under high stress. The performance improvement was attributed to the role of multilayer interfaces in inhibiting microcrack growth and diffusion of the corrosion medium into the coating. In particular, the TiAlTaN/CrAlN-10 multilayer coating with smaller modulation period not only had better hot salt corrosion resistance, but also showed excellent resistance to crack propagation under stress loading, forming effective protection for the titanium alloy substrate.