The Ni–nano-Al2O3–PTFE composite coatings were prepared by the electrophoretic–electrochemical deposition method. A uniform film of the nano-Al2O3 and PTFE particles was first electrophoretically co-deposited on the substrate of copper. Then, nickel was electro-deposited on the substrate covering with the film of these particles. Using the electrophoretic–electrochemical deposition method can remarkably increase the particle content in the composite coatings. Under certain conditions, the contents of Al2O3 and PTFE particles in the Ni–nano-Al2O3–PTFE composite coating can reach 26.57wt.% and 13.79wt.%, respectively. The results of friction and wear tests showed that the Ni–PTFE composite coating exhibited the lowest friction and the Ni–nano-Al2O3 composite coating possessed the best wear resistance. By optimizing the content ratio of nano-Al2O3 and PTFE particles, the composite coating of Ni–nano-Al2O3–PTFE displays preferable low friction and anti-wear behavior.