To reduce weight and increase efficiency, heavy alloys in structural components like turbines are to be replaced by light-weight alloys, such as TiAl-based alloys, which very often lack in oxidation and wear resistance especially at temperatures above 750°C. Consequently, effective wear protection is required, e.g. deposition with coatings, having high mechanical properties and thermal stability. This work represents an attempt to improve the established protective coating Ti-Al-N, in this respective by the addition of the transition metals yttrium or niobium. Therefore, utilizing a plasma-assisted physical vapour deposition (PVD) process and TiAl-targets alloyed with 0, 2, 4, and 8 at.% of Y or Nb, Ti-Al-M-N-coatings were prepared, where M represents Y or Nb. By means of in-situ high temperature X-ray-diffraction, transmission electron microscopy, nanoindentation and simultaneous thermal analysis, the individual influence of Y and Nb on microstructure, mechanical properties and thermal stability, was investigated. It is shown, that with increasing Y-contents the structure of Ti-Al-N changes from single-phase cubic to binary-phase cubic-hexagonal or single-phase hexagonal, whereas the investigated Nb-alloyed Ti-Al-N-coatings have a single-phase cubic structure. The changed microstructure for the Y-containing coatings results in a decrease in hardness and indentation modulus with increasing Y-content, whereas with the addition of Nb to the single-phase cubic Ti-Al-N-films the hardness and indentation modulus increases. During thermal treatment, both coatings systems Ti-Al-Y-N and Ti-Al-Nb-N exhibit increasing thermal stability with respect to decomposition processes of their metastable phases with increasing Y- respectively Nb-content. Consequently, these coating systems are promising for high-temperature applications.