A typical high-pressure fuel pump for direct injection (DI) engines operates with fuels such as petroleum-based hydrocarbons that have inherent lubricating properties. However, environmental requirements put the thrush to use cleaner fuels that don’t contain lubricants and consequently an increasing abrasion problem presents with the surface of high-pressure fuel pump for direct injection engines. To alleviate this problem, the alternative solution is to promote wear and corrosion resistance of DI engines by applying high-lubricity coatings onto surfaces of engine components such as pump plungers. In this work, self-lubricating nanocomposites with nano-Al2O3/TiO2 matrix and Fe3O4 additive as solid lubricant was the first applied. The nanocomposites had been fabricated into lubricant coatings with a single layer or a functionally graded structure in plasma spray process. Tribological test results for the nanocomposite coatings demonstrated 4 times increase in sliding wear resistance and 3-5 times increase in abrasive wear resistance in under the tested conditions. The lowest coefficient of friction about 0.18 was measured on the nanocomposite coating with an optimal Fe3O4 content in pin-on-disk test in ethanol. Based on morphologies and wear behavior analyses, the wear mechanism was proposed for the nanocomposites. The nanocomposite coatings have exhibited the advantages of cleavability, chemical stability, low friction and high wear resistance, and will have a potential for various applications that require high lubricity at ambient and elevated temperature.