It is, in fact, inevitable for steel to be covered with a layer of iron oxides and/or peroxides on its surface. However, knowledge of its existence and functionality for tribological behaviors is usually ignored. Herein, covalent-organic framework nanomaterials (CONs) composed of three well-screened acceptors and a donor through the imide linkage were fabricated to explore their lubrication performances. The results indicate that the energy-level matching between CONs and iron oxides or peroxides leads to the formation of a Z-scheme heterojunction structure at the rubbing interface. Also, the friction produces an internal electric field in the heterojunction, which drives the negative atomic/ionic species from the sliding interface to immigrate into the pore of CONs and resettle inside to engender the pinning effects, producing a fixed lubrication layer. Synchronously, it also attracts the free CONs in the base oil to form an easy-shear lubrication layer assembling onto the fixed one, producing a lubrication film with two layered configurations. Finally, the unique lubrication film, despite its thickness of a dozen nanometers, still exhibits impressive friction reduction and antiwear. This finding will inspire the technology to utilize the intrinsic surface nature of steel materials to exploit lubricant additives or modulate tribological behaviors.