In air and railway transportation, corrosion and wear lead to the rapid failure of equipment. Epoxy (EP)-based coatings are widely used in research on the anti-corrosion of organic coatings, but their application as materials for wear resistance is limited due to their non-abrasive properties. In this study, a novel high-performance epoxy-based composite coating was developed through the self-assembly of silicon carbide (SiC) and graphene oxide (GO) and the tuning of the interfacial structure with epoxy resin. The coatings were comprehensively characterized, including their electrochemical behavior, a salt spray test, and friction and wear experiments, and the optimal addition ratio of SiC-G@GO (SiC-G@GO was prepared by the self-assembly of γ-(2,3-epoxypropoxy) propytrimethoxysilane (KH560)-modified SiC (SiC-G) on the surface of GO sheets) in the epoxy coatings was explored. Benefiting from the labyrinth effect and their rolling-friction-like microstructure, the 1 wt% SiC-G@GO/EP coating exhibits excellent wear and corrosion resistance. Compared with pure epoxy resin, the 1 wt% SiC-G@GO/EP coating increased by 4 orders of magnitude after 10 days of immersion. The average friction coefficient was 41.5% lower than that of the pure EP coating, and the wear rate was 56.6% lower. This research has positive implications for the development and application of anti-corrosion and wear-resistant organic coatings.