Mechanical components such as bearings, gears, marine shafts, engine-related parts, and aluminum-alloy structures are frequently subjected to coupled wear, corrosion, humidity variation, temperature cycling, and interfacial degradation during service. MXene-dominant and MXene-containing protective coating systems have recently emerged as promising surface-engineering platforms because MXene nanosheets provide two-dimensional layered structures, tunable surface terminations, high aspect ratios, and solution processability that can contribute to low-shear sliding, tribofilm formation, tortuous diffusion pathways, crack deflection, and interfacial modification. This mini review discusses these protective coating systems from a service-oriented perspective, with particular emphasis on architecture design, coupled wear–corrosion protection, environmental stability, and interfacial durability. Recent progress in multilayer, orientation-controlled, polymer-composite, hybrid, environmentally resistant, and smart/self-healing MXene coating architectures is summarized. The main protective mechanisms are analyzed, including layer sliding, tribochemical reorganization, transfer-film formation, maze effects, defect filling, inhibitor release, crack deflection, and coating/substrate adhesion enhancement. Current challenges are also highlighted, including MXene oxidation, restacking, aggregation, coating cracking, delamination, and insufficient validation under realistic coupled service conditions. Future research should move from material-level coating demonstrations toward service-relevant and ultimately service-validated MXene coating systems for bearings, gears, marine shafts, aluminum-alloy structures, and other mechanically loaded components.