To enhance the mechanical performance and corrosion resistance of refractory high-entropy alloys (RHEAs) and to identify materials better suited for severe high-temperature and corrosive environments, this study utilized a double glow plasma surface alloying technique to fabricate a W-Ta-Cr-V-N refractory high-entropy nitride coating on a W substrate. The microstructure and phase structure of the samples were characterized using a scanning electron microscope and X-ray diffractometer. The mechanical properties of the samples were evaluated through microhardness testing, while their corrosion performance was assessed by potentiodynamic polarization and electrochemical impedance spectroscopy measurements. The study investigated the effects of different nitrogen contents on the microstructure, mechanical properties, and corrosion resistance of the BCC-structured W-Ta-Cr-V alloy in the past tense. The study found that the doping of an appropriate amount of nitrogen can lead to the formation of FCC and HCP structured nitrides. As the nitrogen content increases, there is a significant change in the preferred orientation of the coating. When the nitrogen content is 16.6 at.%, the distribution of the nitrides is uneven, resulting in increased surface undulations and roughness. Conversely, when the nitrogen content is elevated to 48.1 at.%, the clustering of surface nitride particles becomes more pronounced, leading to a decrease in the coating density. The thickness of the nitride coatings is around 10 μm, with a slight decrease in thickness as the nitrogen content increases. The hardness of the coatings is significantly superior to that of the W-Ta-Cr-V alloy films, reaching up to 3465 HV0.25 in the highest instance. The introduction of 31.4 at.% nitrogen results in the densest coating, effectively enhancing the corrosion resistance of the refractory high-entropy alloy. Therefore, the doping of an appropriate amount of nitrogen can alter the microstructure of the refractory high-entropy alloy, improve its mechanical properties, and enhance its chemical stability.