ZrN/WN nanoscale multilayer coatings were synthesized with different N2 partial pressure by radio frequency magnetron sputtering. The vacancy-defect properties were measured by slow positron annihilation, and mechanical behaviors were studied using nanoindentation. The results indicate that the multilayer coating with N2 partial pressure of 0.4 Pa has the lowest concentration of vacancy-defects, and the average S-parameters of the central and the combination layers are 0.4402 and 0.4641, respectively. Lower or higher N2 partial pressure results in an increase in vacancy-defect concentration. With vacancy-defect concentration decreasing, the hardness and critical load of multilayer coatings increase. The multilayer coating with lowest concentration of vacancy-defects also exhibits maximum hardness and critical load (34.8 GPa and 100 mN). The decrease of vacancy-defect concentration is helpful to improve the mechanical properfies of multilayer coatings.