This study investigates the influence of H13 steel substrate surface roughness on the corrosion behavior of CrAlN coatings in a 3.5 wt.% NaCl solution. The interfacial structure of the coatings and the evolution of corrosion products were characterized using electrochemical techniques, X-ray photoelectron spectroscopy (XPS), and scanning electron microscopy (SEM). Results indicate that reducing the substrate surface roughness from 0.235 μm to 0.167 μm resulted in a proportional decrease in the coating’s critical load (Lc1), from 23.3 N to 17.3 N. Concurrently, the corrosion potential (Ecorr) shifted positively, the charge transfer resistance (Rct) increased significantly, and the corrosion current density (Icorr) decreased markedly. After 14 days of immersion, the most substantial positive shift in Ecorr was observed, moving from −1.038 V to −0.803 V (ΔE = 0.235 V). Rct increased dramatically from 2360 Ω·cm² to 2.772 × 10⁶ Ω·cm², representing an enhancement of two orders of magnitude. Icorr decreased from 7.003 × 10⁻⁵ A·cm⁻² to 1.182 × 10⁻⁶ A·cm⁻², corresponding to a reduction of 98%. Following 20 days of immersion, the sample with a substrate roughness of 0.214 μm exhibited corrosion damage to the underlying substrate. In contrast, the coating on the sample with a lower roughness (0.167 μm) remained relatively intact. Surface roughness directly governs collision, adsorption, and diffusion processes during coating deposition. While higher roughness enhances coating-substrate interfacial adhesion, it concomitantly increases surface porosity, ultimately compromising corrosion resistance. Therefore, practical applications necessitate a comprehensive optimization of coating adhesion strength and corrosion resistance, tailored to specific service environments.