Lubricant coating is an efficient method for preventing ice formation on the surface of wind turbine blades. However, lubricants are frequently lost during the freezing and deicing cycles, along with the migration of frost or ice. As a result, developing a lubricating anti-icing coating with high wear resistance and stability is critical for resolving the icing problem on fan blades. In this paper, 3-Aminopropyltriethoxysilane (KH-550) coupling agent was used to modify the nano-SiO2 particles to construct the micro-nano rough surface of the coating. Then, liquid paraffin lubricant was injected to obtain a new type of self-supplemented lubricating micro-nano composite coating, and its mechanical wear resistance and anti-icing performance were explored. The experimental results show that the contact angle of the liquid lubricating liquid micro-nano composite coating is still >105° and the sliding angle is <15° after 50 wear tests, showing good ice repellency, indicating that its wear resistance is enhanced. According to the standard ISO 2049, the mechanical adhesion reaches grade 0, showing good mechanical stability. The ice adhesion of the composite coating is 85.6% lower than that of the unlubricated sample, and the mechanical interlock between ice and the rough surface was greatly reduced. In comparison to the non-lubricating liquid coating, the micro-nano composite coating effectively extends the total freezing time of water droplets, reaching 821 s and demonstrating good anti-icing performance.