<p>Friction and wear in load-bearing metallic systems cause substantial energy loss and material degradation, whereas conventional oil lubrication increasingly relies on environmentally regulated additive chemistries. Catalytic formation of carbon tribofilms from oil enabled by Pt has emerged as a promising additive-free approach, yet its long-term effectiveness is fundamentally limited by the mechanical softness and rapid wear of Pt. Here, we report a thermodynamics-guided structural–lubricating hierarchical self-assembly strategy that intrinsically integrates mechanical robustness with catalytic lubrication in Zr–Hf–Nb–Ta–Mo–Pt high-entropy alloys (HEAs). Through enthalpy engineering, Pt incorporation induces spinodal decomposition, enabling the primary self-assembly of Mo-/Pt-enriched amorphous nano-multilayers with controllable crystalline medium-range order (MRO) and well-defined thickness ratios (<i>l</i>_Mo:<i>l</i>_Pt = 1:1, 1:1.5, and 1:2.5). The optimized nanomultilayer (<i>l</i>_Mo:<i>l</i>_Pt = 1:1.5) exhibits a high density of heterogeneous interfaces and an increased population of crystalline MRO motifs, which effectively suppresses shear localization and provides a mechanically stable platform that preserves Pt catalytic activity. During oil-lubricated sliding, gradual exposure of Pt-enriched sublayers continuously drives a secondary tribochemical self-assembly, forming a dynamically regenerated bilayered tribofilm consisting of a lubricating graphene-like/amorphous carbon top layer and a sacrificial Nb-/Ta-oxide-enriched bottom layer. Consequently, such a Pt-containing HEA system delivers an ultralow friction coefficient of ∼0.02 and an exceptionally low wear rate of 1.997 × 10⁻⁷ mm³ (N m)⁻¹ maintained over 80,000 cycles, far outperforming the Pt-free counterpart. This work establishes structural–lubricating hierarchical self-assembly as a general paradigm for the design of additive-free metallic materials with durable solid–liquid lubrication.</p>