Monolayer (CrN, AlTiN) and bilayer (CrN/AlTiN) coatings are formed on the surface of conventional heat-treated and gas-nitrided X45CrMoV5-3-1 tool steel via Cathodic Arc Physical Vapor Deposition (CAPVD), and the adhesion characteristics and room- and high-temperature wear behavior of the coatings are compared with those of the un-nitrided ones. Scratch tests on the coatings show that the bilayer coating exhibits better adhesion behavior compared to monolayer ones, and the adhesion is further increased in all coatings due to the high load carrying capacity of the diffusion layer formed by the nitriding process. Dry friction tests performed at room temperature reveal that, among ceramic-based coatings, the coating system with a high adhesion has the lowest specific wear rate (0.06 × 10 −6 mm 3/N·m), and not only the surface hardness but also the nitriding process is important for reducing this rate. Studies on wear surfaces indicate that the bilayer coating structure has a tendency to remove the surface over a longer period of time. Hot wear tests performed at a temperature (450 °C) corresponding to aluminum extrusion conditions show that high friction coefficient values (>1) are reached due to aluminum transfer from the counterpart material to the surface and failure develops through droplet delamination. Adhesion and tribological tests indicate that the best performance among the systems studied belongs to the steel–CrN/AlTiN system and this performance can be further increased via the nitriding process.