The invention discloses a hard and tough nano composite ZrAlCuN coating and a preparation method thereof, and relates to a nano composite coating and a preparation method thereof. A hard and tough coating with thickness of several microns is generated on the surface of a metal matrix to improve the wearing resistance of the matrix under action of impact load, and can be used as a tool and mould surface coating as well as an erosion-resistant protective coating. The coating is a composite coating consisting of a transition layer and a working layer, wherein the transition layer is used for improving bonding strength. The working layer is a nano composite coating consisting of nitrides and metal single substances which are immiscible with one another. The preparation method of the hard and tough nano composite ZrAlCuN coating comprises the following steps: sputtering Zr, Al and Cu elements by adopting a magnetron sputtering technology, and performing co-deposition by taking N2 as a working gas to form the nano composite structure coating. The coating not only has high hardness, but also has high toughness, and can be firmly bonded with the matrix.