Due to the high material utilization and the associated resource and energy efficiency, production processes from the field of cold forging of steel are of great importance. At present, environmentally harmful lubricants have to be used to ensure process stability as well as low wear and friction. Due to environmental, economic and legislative aspects, there is an increased research potential to reduce or to completely substitute lubricants. To achieve the goal of lubricant free dry cold forging of steel, physical vapor deposition (PVD) coatings with self-lubricating properties are applied on forming tools. Promising for this application are PVD coatings on the basis of a (Cr,Al)N hard phase with embedded molybdenum and sulfur which simultaneously meet the requirements of high wear resistance and friction reduction. In the presented work, three self-lubricating coatings (Cr,Al)N+Mo:S deposited with varying bias voltage were investigated. The hybrid PVD technology, consisting of direct current and high power pulse magnetron sputtering dcMS/HPPMS, was used for the coating deposition in an industrial coating unit. Two different steels AISI D2 (DIN 1.2379) and AISI M2 (DIN 1.3343) were used as substrate materials. The influences of substrate material and heat treatments at T=250°C were investigated. The samples were analyzed with respect to the universal hardness HU and modulus of indentation EIT using nanoindentation. To determine the interfacial adhesion of the compound coating/substrate, Rockwell indentation and scratch tests were carried out. For the analysis of the tribological behavior, unhardened AISI 5115 (DIN 1.7131) was used as counterpart material. The influence of the elevated temperature on the friction and wear behavior was investigated by Pin-on Disk (PoD) at T=250°C and T=23°C. The wear of the basic bodies as well as the counterparts were analyzed by confocal laserscanning microscopy. The investigations have shown that the high temperature has a significant influence on the friction and wear behavior. The wear rate of the counterparts decreases by up to a factor greater than x=100 compared to the test at T=23°C. Furthermore, the wear rates of the basic body of the uncoated reference specimen increase rapidly at tribological stress at high temperatures. The examined coatings exhibit high wear resistance at elevated temperatures. The contact surface was studied by Raman spectroscopy after the tribological tests. PoD tests have shown, that the applied coatings led to a significantly reduction in friction most likely due to the tribo-chemically induced formation of self-lubricating MoS2 reaction layers.