The invention provides a nano-structure coating with the ultra-high hardness. The coating is composed of at least one TiSiN layer and at least one CrAlN layer. The TiSiN layers and the CrAlN layers are alternately deposited on a substrate. The invention further provides a manufacturing method of the nano-structure coating with the ultra-high hardness. The method includes the steps that the substrate which is polished is conveyed into an ultrasonic washing machine so as to be ultrasonically washed in anhydrous alcohol and acetone; then ion washing is performed; and after ion washing is performed, the substrate is placed in a multi-target magnetron sputtering instrument and stays in front of a TiSi composite target and a CrAl target alternately, and the nano-structure coating with the TiSiN layers and the CrAlN layers alternately superposed is obtained through sputtering. The nano-structure coating has the ultrahigh hardness and the excellent mechanical performance and high-temperature and oxidation resistance and can be used as a protective coating of a high-speed cutter and service anti-abrasion workpieces under other high-temperature conditions.