The study aims to understand the irradiation behavior of multilayer coatings composed of high-entropy materials. Here, we report the structural stability and elemental segregation of high-entropy TiNbZrTa/CrFeCoNi metallic and nitride multilayer coatings under 3-MeV Xe20+ ion-irradiation at room temperature and 500 °C, respectively. Transmission electron microscopy analysis shows that the microstructure of nanocrystalline CrFeCoNi high-entropy-alloy sublayers are not stable and readily transforms into amorphous state at 500 °C and/or under irradiation conditions. The elemental distribution, acquired by energy-dispersive X-ray spectroscopy under scanning transmission electron microscopy mode, shows preferential diffusion of Co and Ni into TiNbZrTa sublayers, while Fe and Cr preferentially remain within the previous CrFeCoNi sublayers. TiNbZrTaN/CrFeCoNiNx nitride multilayers exhibit a higher crystallinity and structural stability as well as resistance to diffusion at high-temperature and/or irradiation conditions than their TiNbZrTa/CrFeCoNi metallic multilayer counterparts. These findings are explained by atomic size differences, the difference in Gibbs free energy of the mixing system, and interstitial-solute-induced chemical heterogeneity. Our findings thus provide a design strategy of high entropy nitride for nuclear fuel cladding.