The thermal stability of CoMoN/CN compound soft X-ray multilayers has been investigated by monitoring the structural evolutions of CoMoN and CN sublayers at annealing temperatures up to 800℃, and the interfacial diffusion at annealing temperature below 300℃. It is shown that the thermal stability of CoN/CN multilayers can be improved significantly by enhancing the incorporation of nitrogen in CoN sublayers through doping with Mo. Both thermodynamic calculations and X-ray photoelectron spectroscopy (XPS) analyses give the information on the charge transfer from the valence band of Mo to the unfilled valence band of Co and a remarkable chemical shift of N atoms. The strong chemical bonding between N and Co atoms and Mo nitrides aggregation in the grain boundary of cobalt are thought to be the main mechanisms for the high thermal stability of CoMoN sublayers. The period expansion at annealing temperatures below 600℃, which is mainly from the density reduction of CN sublayers, was suppressed effectively by improving the incorporation of nitrogen in CN sublayers. The small negative interdiffusivity measured by X-ray diffraction reveals stable interfaces of CoMoN/CN multilayers. These results illustrate that refractory metal incorporation and strong chemical bond establishment are quite effective in obtaining high thermally stable CoMoN/CN compound soft X-ray optical multilayers.