The aim of the research was to investigate the influence of nitriding of the substrate made of 42CrMo4 steel on thermal stability of the antiwear CrCN coating deposited on its surface using Cathodic Arc Evaporation method. Samples of non-nitrided and nitrided substrate/CrCN coating systems were tested with Modulated Temperature Thermodilatometry, which program included system annealing in 26 h, temperature of 290°C and argon atmosphere. Recorded during tests, changes in substrate elongation in response for changes of sample temperature, enabled qualitative determination of changes in stress states in the coatings as a result of samples annealing. Annealing of the system with nitrided substrate resulted in smaller change in residual stress in coating than for the system with non-nitrided substrate, which can indicate its better thermal stability. Values of residual stresses in coatings calculated by sin2 ψ method before and after annealing on the basis of tests performed using X-Ray diffraction, agree with results of dilatometric tests.