TiXAlYN-based coatings have been applied to machinery and are required to have superior wear resistance to ensure a longer operating life. In this study, TiXAlYWZN was synthesized using radio-frequency magnetron sputtering, and its microstructure, microhardness, elastic modulus, tribological properties, and oxidation behavior were analyzed for application in wear-resistant coatings. All prepared films comprised a solid solution with a cubic structure, and the respective lattice parameters were varied by incorporating W atoms. The microhardness of TiXAlYWZN increased from 24 to 37 GPa with the decrease in its plastic work calculated from the load-displacement curves. The average frictional coefficients of TiXAlYWZN were similar; however, their wear depth decreased depending on the microhardness-to-elastic modulus ratio. During dynamic oxidation, several exothermic and endothermic reactions occurred. These thermal reactions, such as oxidation and sublimation, resulted in drastic changes in the mass gain of TiXAlYWZN.