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The friction and wear behaviors of Fe-19Cr-15Mn-0.66N steel were investigated under applied loads of 5 N and 15 N at the wear-testing temperatures of 300 °C and 500 °C using a ball-on-disc tribometer. The wear tracks were evaluated by scanning electron microscopy (SEM) and laser scanning confocal microscopy (LSCM) to reveal the variation in morphologies. Energy-dispersive X-ray spectroscopy (EDS) and X-ray photoelectron spectroscopy (XPS) were used to determine the components of oxide layers formed on wear surfaces. The results demonstrated that the oxide layers are favorable for obtaining a low friction coefficient under all conditions. The average friction coefficient decreased with increasing load at 300 °C, while it increased with the increase in applied load at 500 °C. At 300 °C, severe abrasive wear characterized by grooves resulted in a high friction coefficient with 5 N applied, whereas the formation of a denser oxide layer consisting of Cr2O3, FeCr2O4, Fe2O3, etc., and the increased hardness caused by work hardening led to a decrease in friction characterized by mild adhesive wear. At 500 °C, the transformation of Fe2O3 to the relatively softer Fe3O4 and the high production of lubricating Mn2O3 resulted in a minimum average friction coefficient (0.34) when 5 N was applied. However, the softening caused by high temperature weakened the hardening effect, and thus the friction coefficient increased with 15 N applied at 500 °C.