Engine bearings on ships can experience rapid failure under extreme conditions, such as when seawater infiltrates the engine compartment due to collisions with reefs or missile attacks. To enhance the self-lubrication and wear resistance of these bearings, a composite coating consisting of ZrO2-PI/EP-PTFE has been designed. This coating was applied using liquid spraying technology onto the surfaces of A370 aluminum alloy, CuPb22Sn2.5 copper alloy, and 15# carbon steel. Three different coating thicknesses—20 μm, 30 μm, and 40 μm—were applied to each substrate. The tribological properties of these coatings on the three substrates were investigated under both dry sliding wear and seawater corrosion conditions. The results indicated that the tribological performance of the coatings is influenced by factors such as the coating hardness, frictional contacts, and the supporting effect of the substrate. The hardness and elastic modulus of the coatings decreased as the coating thickness increased. A thicker coating results in reduced support from the substrate. The adhesive wear of these coatings under dry sliding wear conditions on the different substrates is also presented. The coefficients of friction (CoFs) of these coatings increased with coating thickness on all three substrates. In contrast, the wear rates decreased as the coating thickness increased. The hardness of the coating was influenced by the support effect of the substrate. The primary factors governing the tribological performance of the coating under dry sliding conditions are the pinch action of the hard grinding ball against the soft coating on the hard substrate and the contact pressure. Abrasive wear, spalling wear, plough grooves, and spalling pits were observed under seawater corrosion conditions. These findings suggest that increased coating thickness is associated with lower coefficients of friction (CoFs) and wear rates. The main contributing factors are seawater corrosion and the scouring effect of high-frequency reciprocating friction.