CrN multilayer coatings were deposited on 316L stainless steel, which has a high modulus, and TC4 titanium alloy, which exhibits the opposite properties, to reveal adhesion mechanisms and deformation behavior of the coating/substrate systems. Because of the different microstructures, the coatings’ morphologies varied from single polygon on the 316L to polygon and rectangle-mixed shapes on the TC4. On 316L, the cracks initiated from the Cr/CrN interfaces and propagated into the CrN layer, which stopped within it. On TC4, the cracks propagated through the CrN layer. The coherent nanocrystal interfaces in CrN/Cr/316L exhibited orderly bending, revealing the presence of strong interfacial bonds. The undeformed interfaces in CrN/Cr/TC4 indicated incompatible deformation and weak bonds. This was consistent with the fact that on TC4, the Cr/CrN interface tensile stress was high, at 123.1 GPa, while it was lower on 316L, at 99.3 GPa. The Wp/We ratio of CrN/TC4, namely 1.94, was lower than that of CrN/316L, namely 2.61. This indicated that CrN/316L had a high energy-absorption ability because of compatible plastic deformation. The failure mechanism observed between the coating/TC4 was attributed to the differences in their moduli, which led to incompatible deformation, high interfacial tensile stress, and low absorption capability for external work.