AISI 4140 steel is still one of the most distinguished steels employed in tribological applications because of its low cost, great mechanical properties, and appropriate wear resistance. In this contribution, the tribological performance of AISI 4140 annealed steel against engineering ceramic was analyzed to promote parameters for the application of this steel, especially in systems that are subjected to contact pressures between 490–1240 MPa. Dry and lubricated pin-on-disk experiments were completed at different normal loads. The worn surfaces were analyzed by contact profilometry, optical and scanning electron microscopies, energy dispersive spectroscopy, and microhardness examinations. In dry conditions, a better friction response was found on the steel tested with ZrO2. Friction coefficient and wear rate resulted in reductions up to 60% and 99% compared with those obtained with Al2O3 and Si3N4 counterparts. A strain-hardening phenomenon due to the friction process was observed on the samples tested with ZrO2 and Si3N4, which showed grain refinement and hardness increment on worn surfaces. Therefore, those systems exhibited better wear responses. In lubricated conditions, all counterparts exhibited low friction and wear, but the performance of Al2O3 and Si3N4 was highlighted. The results demonstrate that the performance of AISI 4140 annealed steel under the tested conditions is comparable with that of the same steel with other surface treatments.