Using Ti-Al-Zr target and pure Cr target, the multi-component nitride films, (Ti, Al, Zr, Cr) N, were deposited on the substrates of high speed steel (W18Cr4V) by multi-arc ion plating technique. The high temperature oxidation of the film was carried out in the case of both the short-time (600 ℃, 700 ℃, 800 ℃ and 900 ℃ for 4 h) and long-time (700 ℃ and 800 ℃ for 100 h) tests. All of the specimens were characterized by scanning electron microscopy (SEM), energy dispersion X-ray spectroscopy (EDS) and X-ray diffraction (XRD). It was shown that the high temperature oxidation resistance of the film was up to 800 ℃ in case of short-time oxidation, and TiO2 formed on the (Ti, Al, Zr, Cr) N film; while oxidation resistance of the film was up to 700 ℃\linebreak in case of long-time oxidation.