Refractory high/medium entropy nitrides (HENs/MENs) exhibit comprehensive application prospects as protective films on mechanical parts, particularly those subjected to sliding contacts at elevated temperatures. In this study, a new MEN system TiNbWN, forming a single fcc solution, is designed and its wear performance at temperatures ranging from 25 to 750 °C is explored. The wear mechanisms can be rationalized by examining the subsurface microstructural evolutions using the transmission electron microscopy as well as calculating the phase diagrams and interfacial adhesion behavior employing calculation of phase diagram (CALPHAD) and density functional theory (DFT). To be specific, increased wear losses occur in a temperature range of 25–600 °C, being predominantly caused by the thermally-induced hardness degradation; whereas at the ultimate temperature (750 °C), the wear loss is refrained due to the formation of nanocrystalline oxides (WnO3n−2, TiO2, and γTiOx), as synergistically revealed by microscopy and CALPHAD, which not only enhance the mechanical properties of the pristine nitride film, but also act as solid lubricants, reducing the interfacial adhesion. Thus, our work delineates the role of the in situ formed nanocrystalline oxides in the wear mechanism transition of TiNbWN thin films, which could shed light on the high-temperature wear behavior of refractory HEN/MEN films.