Double-glow plasma (DGP) coatings are recommended for metallic components to mitigate the damage induced by complex loading conditions. In this paper, Cr-Nb alloyed layer was formed onto the TiAl substrate via a double-glow plasma process to enhance its anti-fretting wear performance. Nano-indentation and scratch tests were used to evaluate the mechanical properties of the coating. The fretting wear behavior of the coating was investigated using a pin-on-plate fretting rig by rubbing against the Si3N4 ball. The 7 m thick Cr-Nb coating was well bonded to the substrate with the 2 m thick diffusion layer. The hardness of the coating was 9.5 GPa, which was 1.6 times greater than that of the uncoated TiAl substrate. Scratch tests showed that the critical load of Cr-Nb coating was 17.6 N. The fretting wear mechanism of the coatings was discussed in detail in this paper.