In this paper, the influence of Cr dopants on the oxidation resistance of multilayered Ti$_{1-x}$Al$_x$N coatings deposited by magnetron sputtering is studied. Thermogravimetric experiments show that Cr dopants increase the oxidation performance of the coatings. The structure of the oxide scale formed on the surface of films at high temperature annealing has studied in detail by means of SEM. For TiAlN film, dual oxide layers occur when tested at 800°C, being the porous inner one of Ti–O and the outer a compact layer of Al–O, which protects the coating from the oxidation. At 900°C the oxidation resistance of this film is degraded due to the fast Ti ions diffusion to the surface, which destroys the formation of the protective Al–O layer. The Cr rich coatings show different oxides scales depending on their chemical composition. For coating with small Cr content, a Ti–O rich layer is formed on the top of a protective Al–Cr–O layer. Concerning the coating with the highest Cr content, a compact and continuous Cr(Al)$_2$O$_3$ oxide layer is formed at heat treatment with residual TiO$_2$ islands on the top, contributing for a significant enhancement of the oxidation resistance.