The poor adhesion, which is related to the mechanical properties of the substrate and film, leads to the film peeling off from the substrate and failure. In this study, TiN films with various structure were prepared on Ti6Al4V titanium alloy (TC4), 316L stainless steel (316L), 4Cr5MoSiV1 hot work die steel (H13), and W6Mo5Cr4V2 high-speed steel (W6) by adjusting the discharge currents using a hot-wire plasma-enhanced magnetron sputtering rig. The morphologies of the single-layer TiN films varied from loose to dense and ductile to brittle, and the nanohardness and elastic modulus increased as the hot-wire discharge current increased. The morphologies, nanohardnesses, and elastic moduli of the multilayer TiN films gradually approached those of the dense TiN single-layer films as the thicknesses of the top dense layers increased. The results, both by numerical simulation and experimental tests, revealed that the interfacial tensile stress and surface strain of a TiN/substrate system increased as the elastic modulus differences between TiN and its substrate increased, resulting in a serious TiN film elastic and plastic deformation asynchrony and poor film–substrate adhesion. The loose layer between the top dense TiN layer and its substrate acts as a buffer because the elastic modulus of the loose layer is in the middle, higher than that of the substrate but lower than that of the top dense layer. For TiN/TC4 or 316L with large differences in elastic moduli, loose/dense thickness ratios of 1:2 or 1:4 for the multilayer TiN films were sufficient to improve their adhesion. For TiN/H13 or W6, with small elastic modulus differences, a ratio of 1:4 was sufficiently large and may not be necessary.