Thermal stability and mechanical properties of Zr–W–N films have been studied. Zr–W–N films of various structure have been deposited on Si substrates by DC/RF reactive magnetron sputtering at various substrate temperatures Ts (100°–600 °C) and at constant N2 partial pressure (0.27 Pa). For 100 °C ≤ Ts ≤ 300 °C, X-ray diffraction patterns show an amorphous structure of the films which is further confirmed by transmission electron microscopy measurements. For 400 °C ≤ Ts ≤ 600 °C, a crystalline fcc phase with (111) and (200) orientation has been observed. Maximum wear resistance (H/Er ~ 0.22) and maximum resistance to fatigue fracture (H3/Er2 ~ 1.1 GPa) have been obtained for the amorphous films deposited at Ts = 200 °C. Post annealing of films deposited at 200 °C has been carried out in air from 100° to 600 °C. Oxygen starts to be incorporated in the films at 300 °C annealing temperature (Tn) and its content increases with increasing Tn. No crystalline oxide phases are observed up to Tn = 600 °C. The hardness of the annealed films decreases with increasing oxygen incorporation.