Sliding experiments lubricated with hydroxyl silicate magnesium particles as additive were performed under ambient condition and different loads by using an AMSLER friction and wear tester. The surface topographies and compositions of worn surface of 45 steel rings were analyzed by SEM and EDAX. The experimental results show that the friction load had great effect on generation of the frictionally-formed protective coating. No protective coating formed on the worn steel surface under lower friction load. However, a smooth and continuous protective coating can be developed on the worn surface of the steel when the friction load is high enough. The chemical composition of the protective coating is roughly the same as the additive. The additive can be fractured, stretched and flowed along the sliding direction under high contacting stress and instantaneous flash temperature, which result in coating being formed.