This work deals with the structure and the microstructure of tantalum oxynitride thin films deposited by reactive magnetron sputtering. The local structures of amorphous as-prepared thin films are investigated using the pair distribution function (PDF) technique based on total X-ray scattering experiments. The corresponding annealed thin films are analyzed using conventional θ–θ X-ray diffraction technique and full-pattern fitting methods. Rutherford backscattering and X-ray photoelectron spectrometries are used in conjunction with X-ray techniques. As-prepared thin films are nanostructured. The PDF signal is coming from small structural units below 10 Å in diameter, which only maintain nearest-neighbor order and with a composition changing gradually from TaN to δ-TaON and Ta2O5 as the oxygen content in the reactive gas increases. On the other hand, the annealed thin films consist of a mixture of separate crystalline phases with refined cell parameters consistent with the formation of TaN (Fm–3m), β-TaON (P21/c), and Ta2O5 (C2mm) more or less successively as the oxygen content in the reactive gas increases. Information on the size of the coherent domains and the preferential growth orientation are obtained from analysis of anisotropic diffraction line broadening effects in the XRD patterns. The results are in favor of a random bonding model (RBM) in the case of as prepared thin film and random mixture model (RMM) for annealed samples.