TiN/TiCN deposited by chemical vapor deposition (CVD) is widely used as hard coating system for cemented carbide cutting tools, typically under an Al2O3 top layer. During the deposition of the Al2O3 top layer, the underlying TiN and TiCN layers are exposed to high temperatures. Therefore, the present study focuses on the influence of this Al2O3 deposition step, which is mimicked by a vacuum-annealing treatment, on the microstructure and mechanical properties of the TiN/TiCN coating. By applying advanced characterization techniques such as scanning electron microscopy, scanning transmission electron microscopy, transmission Kikuchi diffraction, atom probe tomography, and micro-mechanical bending tests on both, as-deposited and annealed coatings, changes in the microstructure and mechanical properties were studied. It was found that W and Co diffusion occurs along the TiN and TiCN grain boundaries from the substrate into the coating. While the hardness, Young's modulus, and fracture toughness remained unaffected by the annealing treatment, a significant decrease of the fracture stress with increasing annealing time was observed. The present study provides a fundamental understanding of substrate element diffusion in CVD TiN/TiCN coatings deposited on cemented carbide substrates.