(CrTaTiVZr)Nx coatings were deposited via reactive radio frequency magnetron sputtering. We investigated the effects of substrate bias at 0 V to −200 V on the chemical composition, microstructure, as well as mechanical and electrical properties of the coatings. All these coatings have a single NaCl-type face-centered cubic structure. The increase of substrate bias results in the transformation of preferred orientation from (111) to (200) out-of-plane. At the substrate bias of 0 V, the deposited coatings are composed of V-shaped columnar grains with void boundaries and faceted surfaces, which contribute to the tensile stress in the deposited coatings. The grain refinement and lattice expansion increase gradually with increasing substrate bias up to −100 V. A typical columnar structure converts into a dense and featureless structure. Further increase of substrate bias results in the decrease of lattice parameter, which may be due to stress relaxation. The internal stress in the deposited coatings is also strongly dependent on the substrate bias. The increase of substrate bias results in the transition of tensile to compressive stress and increase of compressive stress in the deposited coatings. Accordingly, the physical properties are improved significantly by applying moderate substrate bias. At the optimized substrate bias of −100 V, the high hardness value of 36.4 GPa, low electrical resistivity of 131 μΩ-cm, and high light reflectivity near 2000 nm of 74% are achieved.