The latest generation of gauge-changeable trains in China feature designs with their wheels and axles connected by spline couples and cylindrical fits. In comparison to the interference fitted wheelset, the spline axle with clearance fit is more prone to fretting damage. In this study, the stress distribution of spline axle was analyzed using finite element method. Then, a rotatory bending test on scaled wheel/axle samples was conducted to reveal the fretting wear behavior of the gauge-changeable axle. During traction, the contact stress of the spline peaks at 311 MPa on the tooth’s root side, with a corresponding relative slip of 14 μm. Fretting wear is observed in the spline axle, the damage zone of the wheel seat can be categorized into five bands (A–E), and severely damaged areas are covered with red-brown debris. Moreover, the main damage mechanism of untreated spline axle and surface-modified spline axle is delamination accompanied with oxidation. The improved properties of plasma nitriding and grease lubricant are attributed to the high surface hardness and residual compressive stress, as well as low frictional stress.