A High Power Impulse Magnetron Sputtering (HiPIMS) method for depositing TiAlN environmental barrier coatings on the surface of Ti-48Al-2Cr-2Nb alloy was developed in view of their exploitation in turbine engines. Three differently engineered TiAlN films were processed and their performance compared. Bare intermetallic alloy coupons and coated specimens were submitted to thermal cycling under oxidizing atmosphere up to 850 °C or 950 °C, at high heating and cooling rates. For this purpose, a burner rig able to simulate the operating conditions of the different stages of turbine engines was used. Microstructures of the samples were compared before and after each test using several techniques (microscopy, XRD, and XPS). Coating-intermetallic substrate adhesion and tribological properties were investigated too. All the TiAlN films provided a remarkable increase in oxidation resistance. Good adhesion properties were observed even after repeated thermal shocks. HiPIMS pretreatments of the substrate surfaces performed before the coating deposition significantly affected the oxidation rate, the oxide layer composition and the coating/substrate adhesion.