The paper aims to study the heavy load elastohydrodynamic lubrication (EHL) performance of friction pairs under the synergistic effect of surface coating and texturing, and to provide reference for the tribological design of heavy duty transmission. Based on equations such as generalized Reynolds, linear elastic, and load balance, the dimensionless EHL model of micro-textured coating-substrate system was established and non-dimensionalized. Then, the influences of the coating elastic modulus as well as depth, width, and density of triangular texture on the EHL response of the system were individually investigated by the Full-system finite element method. It was found that when the load was constant, the change of elastic modulus (50~500 GPa) of film coating (2 μm) had little effect on the overall distribution of oil film pressure, but the second pressure peak on the stiffer coating was more significant. When the elastic modulus difference existed between the coating and substrate, the concentrated stress caused by micro-texture was 2~3 times as much as that uncoated solid. The minimum oil film thickness increased with the increase of the coating elastic modulus. With the increase of texture depth (0~5 μm), the fluctuations of oil film pressure and thickness were more obvious. The minimum oil film thickness decreased accordingly. The maximum equivalent stress of the system also increased significantly. When the texture width increased (10~20 μm), the undulations of oil film pressure and thickness decreased, and the minimum oil film thickness decreased first and then increased. If the texture density increased (0.5~2), the fluctuation of oil film pressure became more intense. The undulation of oil film thickness did not change much, but the fluctuation period changed obviously, and the minimum oil film thickness reduced firstly and increased afterward. The maximum interfacial shear stress appeared near the secondary pressure peak. The greater the fluctuation of oil film pressure on textured surface, the greater the undulation of interfacial shear stress. Thus, there is an optimal combination of depth, width, and density of texture for the coated gear to reach the largest load carrying capacity. Rational coating selection and micro-texture design can effectively improve the tribological performance of gears and prevent the failure of coating-substrate system in advance.