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We report on the spontaneous formation of periodically alternating cubic TiN and hexagonal AlN nanolamellae confined in grains of polycrystalline Ti0.05Al0.95N thin films produced by chemical vapour deposition. The characterization was performed using X-ray diffraction and transmission electron microscopy techniques. We discuss the lamellar microstructure with the periodicity of about 13nm and potential mechanisms responsible for the lamella formation. The finding opens the possibility to synthetize self-organized nanostructured thin films based on alternating soft and hard materials.