The mechanical performance of the coating is closely related to the surface loading characteristics. The performances of the aero-engine anti-erosion coating under high strain rate repeated impact load of sand are different from low speed and single impact load. However, the related impact response and mechanism have rarely been studied. We measured dynamic response characteristics of the coating subjected to high strain-rate repeated load using a nano-impact test device. Combined with the simulation calculation of the stress distribution, the strengthening-toughening mechanism of soft-hard alternating multilayer coating and the effect of the interface in impact damage were discussed. The results show that the soft-hard alternating multilayer TiN/Ti coating has a higher resistance to high strain-rate repetitive impact than the traditional monolayer TiN coating. Dislocations are difficult to pass through the TiN/Ti multilayer coatings interface under the interfacial effect, resulting in only slight plastic deformation. Furthermore, interfacial crack propagation was observed in TiN/Ti multilayer coatings. However, radial and severe brittle peeling off was observed in TiN monolayer coating. The introduction of the Ti layer promoted the formation of the shear band and increased the toughness, consuming impact energy and reducing the maximum compressive stress and shear forces. Moreover, it reduced the possibility of severe brittle fracture of the TiN/Ti multilayer coatings.