The CrN_x (0 < x = N/Cr < 1) coatings on Mg alloy were prepared by DC reactive planar magnetron sputtering at a mixed atmosphere containing Ar and N₂. The effects of N₂ content and thickness on the CrN_x coatings were characterized by the X-ray photoelectron spectrometry (XPS), X-ray diffraction (XRD) and field emission scanning electron microscope (FESEM). The experimental results show that the N atomic concentration increases exponentially and N1s spectrum shifts downward with the increase in N₂ content (φ(N₂)), and the deposition rate decreases exponentially. The morphologies evolution of CrN_x coatings shows that the growth structure changes from fibre growth to columnar growth with the increase in φ(N₂). Based on evolution of phase and structure, a SZM model is summarized, indicating that the change of structure and phase is consistent; ZT and sub-ZT correspond to Cr₂N + Cr and CrN + Cr₂N, respectively. The in-plane mean grain size linearly increases and the Root Mean Square roughness W_RMS increases exponentially with coating thickening, and grain size obeys Gaussian distribution.