Composite coatings (Ti,Al)N with different Al content were deposited on a wrought martensite steel 1Cr11Ni2W2MoV by reactive multi-arc ion plating. With the addition of Al to the coatings, the crystallographic structure of them changed from B1 NaCl to B4 ZnS, the relevant hardness and adhesive strength firstly increased then decreased and their oxidation-resistance was also dramatically improved. It was indicated that the introduction of Al was beneficial to (Ti,Al)N coatings against corrosion induced by NaCl(s) in wet oxygen at 600 °C as well as wet corrosion in NaCl solution at ambient temperature.