The goal of the current work was to prepare a self-lubricating composite coating NiCrAlY/Cr₃C₂(NiCr)/Cu/MoO₃ on GH4169 alloy substrate by laser cladding with hard phase Cr₃C₂(NiCr) as the reinforcing agent and Cu-MoO₃ as the primary fillers. The composition and microstructure of the feedstock powders and corresponding composite coating were examined by scanning electron microscopy-energy dispersive spectrometry (SEM-EDS) and X-ray diffraction. The tribological behavior of the composite coating from 25 °C to 800 °C was performed in air with a ball-on-disk tribometer against Si₃N₄ ball counterfaces and a dual-mode three-dimensional surface profiler. It has been found that the composite coating shows the most serious abrasion at 200 °C, the friction coefficient was 0.7 and the wear rate was 7.7 × 10^− 5 mm³/N · m. Better tribological properties could be found when the temperature higher than 200 °C, and the composite coating got the best wear resistance with the friction coefficient 0.34 and the wear rate was 1.0 × 10^− 5 mm³/N · m at 800 °C. The morphology and compositions of the worn surfaces were analyzed by SEM-EDS and Raman spectroscopy. Findings indicate that copper molybdate (CuMoO₄) is converted by in situ reaction between Cu and MoO₃ during friction at elevated temperatures. The synergetic lubricating effect between CuMoO₄ and oxide lubrication (such as MoO₃, Cr₂O₃, CuO, and NiO) is the principal reason for the anti-wear and self-lubricate of the composite coatings. Particularly, composite coating containing CuMoO₄ and Cr₂O₃ exhibits the lowest friction coefficient and smallest wear rate when the temperature above 600 °C. Abrasive wear, plastic deformation, delamination as well as adhesive wear was main wear mechanism of the composite coating during friction at different temperature.