To investigate the oxidation behavior and structure stability, Si was doped into CrAlN films to deposit on silicon wafers by RF magnetron sputtering and annealed at 1000 °C for 10 to 100 h. The X-ray diffraction patterns revealed that the grain size of as-deposited CrAlSixN (x = 0–9.9 at.%) coatings became finer with silicon doping. According to SEM images, the growth of oxide layer was restrained with increasing silicon content after heat treatment in air. Additionally, the surface roughness of CrAlSiN using AFM analysis increased slightly even though annealed for a long time. TEM micrographs demonstrated that the CrAlSiN coatings could well retain the nanocomposites structure after heat treatment at elevated temperature, indicating that CrAlSiN exhibits good structure stability. To conclude, doping certain Si content could reduce the grain size and prolong the diffusion paths in CrAlN coatings, thereby effectively inhibiting nitrogen outward diffusion and oxygen penetration into the coatings. Furthermore, there was no significant variation in the microstructure of CrAlSiN after heat treatment, suggesting that the nanocomposites could preserve the oxidation resistance at elevated temperature.