This paper aims to provide a method in improving the adhesion strength of the AlTiN coating/steel substrate system, which is considerable for tribological applications. The surface pre-treatment was implemented by the ultrasonic surface rolling technology to fabricate linear micro-textures with different spacing. Then the AlTiN coatings were subsequently deposited on the polished and textured AISI 1045 steel surfaces. The scratch tests and reciprocating sliding wear tests were conducted to assess the adhesion strength and the wear performance of different coatings. Results revealed that the adhesion of AlTiN coatings deposited on textured substrates with the micro-groove spacing of 150 μm was improved and the anti-adhesive wear property of AlTiN coating against GCr15 steel ball was greatly improved with the aid of ultrasonic rolling texturing pre-treatment than that of the polished one. The contribution of ultrasonic rolling texturing was primarily providing a mechanical locking and a large interfacial contact area, a narrowing difference between the interactions in coating surface energy, an ideal surface residual compressive stress, and a highly active substrate, thus enhancing the adhesion strength and anti-adhesive wear performance of the hard coating/soft substrate system.