The invention relates to a heat treatment method of a physical vapor deposition coating, in particular to a heat treatment method of a TiAlN coating. Specifically, the method places a TiAlN coated in a protective atmosphere for heat treatment, with the heating temperature controlled at 910-990DEG C and the heating and heat preservation time controlled at 125-160min. Characterized by simple process and obvious hardening effect, the method of the invention introduces the heat treatment method into the TiAlN coating field. Through strict control of the heating temperature and the heating and heat preservation time of the heat treatment, only nano-sized c-TiN and c-AlN can be precipitated when spinodal decomposition occurred in heat treatment of a c-TiAlN coating, and a strain field is generated due to the lattice constant difference between the precipitated phase and a parent phase to prevent dislocation movement, so that the coating hardness can be enhanced, and the hardening purpose can be reached.