The machined surface integrity of heavy-haul freight wheel is one of the direct factors which affects the wheel’s service performance and life. Based on the wheel turning parameters, single-factor experiments on D840 wheel material under dry cutting condition were performed. The changing laws including the surface work hardening, surface microstructure, surface roughness, and surface morphology were analyzed via micro-hardness tester, metallographic microscope, SEM and surface profilometer under different cutting parameters. The results show that the surface hardness and the hardening layer increase with the increase of feed and cutting depth within a certain range of cutting parameters. The surface amorphous layer and fiber layer thicken with the increase of feed and cutting depth. The fibrosis of proeutectoid ferrite in the plastic deformation layer and the extrusion deformation of the flake pearlite are obvious. Meanwhile, pearlitic lamellar spacing decreases gradually. The surface roughness increases with the increase of feed, and cutting speed a cutting depth have less effect on roughness.