Conventional magnetron sputtered Ta coating prepared by magnetron sputtering in low pressure Ar atmosphere was always of brittle β phase. Replacing Ar with Kr, Xe and other large atomic gases could increase the proportion of α-Ta within the coating, thus increasing the toughness of the coating. However, Kr and Xe etc. are rare and expensive, which is not suitable for production. In this study, a single-phase α-Ta coating was prepared on 304 stainless steel by magnetron sputtering in low pressure mixed Ar+N₂ atmosphere, which is far cheap than the rare gases. By comparing the results of water quenching (thermal shock) test and wear test for the two type coatings, i.e. prepared in low pressure Ar and Ar+N₂ respectively, it is found that: Prepared in low pressure Ar atmosphere, the sputtered Ta coating is mainly β-Ta. After 10 cycles of thermal shock, the oxide scale spalls off largely with a loss weight of 10.24 mg/cm². Its Vickers hardness is HV370, the friction coefficient is 0.556, and the wear loss is as high as 1.9 × 10^-3 mm³/(N·m); In the contrast, prepared in low pressure mixed Ar + N₂ atmosphere, the sputtered Ta coating is pure α-Ta. After 10 cycles of thermal shock, its loss in weight is only 0.90 mg/cm², what's more, there is no significant difference in surface morphology before and after thermal shock. Its Vickers hardness is HV1900, the friction coefficient is 0.304, and the wear loss is only 3.7 × 10^-4 mm³/(N·m).