We investigate here the axial and transverse mechanical properties of thin (1.5-7 mu m) titanium nitride films deposited on highspeed steel by cathodic arc evaporation. The deposited films are rough, the roughness varying with film thickness. Mechanical properties deconvoluted from nanoindentation data show variations with penetration depth and scatter. We explore the effect of film surface roughness on these variations and comment on the possible effects of material heterogeneity and crystal structure on the estimated properties.