The fundamental understanding of the relation between the architecture and the development of structure and residual stress in multilayer coatings is a challenging task. In this work, cross-sectional X-ray nanodiffraction with a spatial resolution of 50 nm, performed at the cross-section of a Al0.7Cr0.3N/Al0.67Ti0.33N multilayer coating was used to investigate its depth gradients of the phase composition and residual stress. It could be demonstrated that the cubic structure can be stabilized in a substrate bias range between −100 and −200 V developing stress values above −5 GPa. Below −100 V and above −200 V a dual phase microstructure developed with reduced stress values compared to the pure cubic regime. Based on the results of the cross-sectional X-ray nanodiffraction investigation, five multilayer architectures, differing in the sublayer thickness, interface design and microstructure were developed to test the wear resistance by ball-on-disc experiments at temperatures up to 700 °C. It could be demonstrated that a sublayer thickness between 70 and 100 nm has been proven to be an ideal thickness for such an Al0.7Cr0.3N/Al0.67Ti0.33N multilayer to decrease the wear rate by a factor of 10 at 600 °C compared to their monolithic counterparts.