This work was to improve the ability of diesel engine high-silicon aluminum alloy piston skirts for working under high load. A novel self-lubricating coating on Al–Si alloy was designed for the piston skirts to meet further requirements of energy efficient shipping, which was fabricated by combined microarc oxidation (MAO) and electrophoresis deposition. In order to enhance the tribology performance of the self-lubricating coating, the influence of MAO power supply frequency on the wear-resistant and self-lubricating properties of the combined coating was investigated by a reciprocating test method under dry and boundary lubricating condition. The desired surface morphologies and phase composition of MAO coatings were dramatically affected by the power frequency. The frequency 600 Hz was found to be the best fit for the tribology performance of the self-lubricating coating. The average wear rate was reduced by 60% compared with the previous work.