The present study is focused on the comparative analysis of the structure, mechanical and tribological properties of the Ti-Al-Ta-Si-N coatings deposited by reactive DC magnetron sputtering at a substrate temperature of 425 °C and a substrate bias varying from −40 to −200 V. It is shown that the variation of the substrate bias results in the changes of the composition, structure, mechanical and tribological properties of the Ti-Al-Ta-Si-N coatings. It is shown that the Ta and Si contents in the coatings increase with increasing the substrate bias. The Al content exhibits the opposite trend. X-ray diffraction investigations show that all the coatings are characterized by a strong (200) texture of the face-centered cubic structure. SEM and TEM investigations reveal that the coating obtained at −40 V has columnar cross-sectional morphology, while it changes to featureless microstructure at −200 V. The changes of the elemental composition and structure result in variations of the residual stress, hardness, reduced Young's modulus, adhesion and wear resistance of the Ti-Al-Ta-Si-N coatings. The coating deposited at −80 V is found to be characterized by an optimal combination of the high hardness and low enough elastic modulus, which provides its improved adhesion and wear resistance. Thus, the study shows the effect of the substrate bias on the structure and properties the Ti-Al-Ta-Si-N coatings, which provides a basis for obtaining the coatings optimized for specific applications.