(AlTiZrHfTa)1−xNx refractory high entropy films (RHEFs) were deposited by direct current magnetron sputtering in various nitrogen ratios (RN2 = N2/(Ar+N2)) on flat glass, silicon and sapphire substrates. The nitrogen-free film is amorphous while the nitrides are single-phased solid solutions with Face-Centered Cubic (FCC) structures. The hardness increases from 6.4 GPa for the nitrogen-free film to 25.3 GPa for the film obtained at RN2 = 20%. A preferred orientation from (111) to (200) occurs when RN2 increases from 5% to 50%. H/E and H3/H2 reports show high values for the film deposited at RN2 = 20% compared to that at 10%. However, this latter has the best compromise in terms of mechanical properties related to a lower residual stress value. The nitrides films obtained with RN2 ≥ 5%, are thermally stable at 800 °C for 3 h under vacuum. Compared to the metallic film they show an improved oxidation resistance. In fact, the Kp constant of the nitride (RN2=20%) is lower (1.22 10−7 g2 cm−4 h−1) than that of the nitrogen-free film (1.77 10−6 g2 cm−4 h−1). The corresponding activation energies (Ea) are respectively calculated at 94.8 KJ. mol−1 and 45.5 KJ.mol−1. After oxidation process, TEM analysis reveal the formation of homogeneous mixed oxide.