Quaternary TiZrAlN nanocomposite thin films were synthesized by Closed-Field Unbalanced Magnetron Sputtering (CFUBMS), and their microstructure and mechanical characteristics were examined. The grain refinement of the TiZrAlN nanocomposite thin films was controlled by adjusting the $N_2$ partial pressure. The hardness of the film varied with the $N_2$ partial pressure and the maximum value was obtained approximately 47 GPa. It was also confirmed that there is a critical value of the grain size($d_c$) to need maximum hardness.