In simulation for machining processes, temperature dependent properties and their exact specification are important for application oriented results. For calculation of coated tools and components, interest in thermophysical properties of hard coatings is increasing. A methodical approach is used to measure the specific heat capacity of nitride and oxynitride hard coatings deposited by physical vapor deposition. The coating is converted into powdery state and measured by differential scanning calorimetry. Heat capacities for Cr44Al5N51 and two oxynitride Cr40Al5O18N37 and Cr44Al8O28N21 coatings were measured from T=200 °C to T=900 °C, technically relevant in tribological applications and manufacturing technology. The measured heat capacities showed reproducible results between cp ≈0.38 J/gK and cp ≈0.78 J/gK and dependency on the chemical composition of the coatings. The coating with highest non-metal to metal ratio exhibited the highest heat capacity. The coating with highest oxygen content and lowest non-metal to metal ratio showed the lowest heat capacity. Hard coatings and their thermophysical properties can affect heat transfer in industrial processes. Knowledge of these properties is necessary for process control by temperature sensor coatings or temperature dependent simulations. With measured values of heat capacities of physically vapor deposited hard coatings separated from the substrate, coatings can be adapted for use in application.