Thin film, solid lubricating WSe x coatings were deposited at room temperature on a steel substrate with a titanium underlayer by pulsed laser deposition (PLD). Two modes of PLD were investigated, i.e., the PLD under vacuum conditions and the PLD in a buffer gas (helium) at a pressure of 2–10 Pa. Gas was used to slow down the laser-induced atomic flux and to modify thus the conditions of the coatings growth. At a pressure ∼8 Pa, gas reduced the effectiveness of Se preferential sputtering by atomic flux, which resulted in the formation of coatings with a stoichiometric composition (x ≈ 2). The structure of the coatings was characterized by a greater degree of the perfect organization of atoms in the nanophase laminar packaging and reduced internal stresses. Studies by the ball-on-disk tests in humid air showed that the modification of the structure and the chemical composition of the coatings had a significant effect on their tribological behavior. Vacuum-deposited coatings fractured relatively quickly due to the cracking and delamination from the substrate surface along the sliding track. When the coatings deposited in helium were tested, wear by layer-by-layer removal was dominant, so the adhesive fracture was only observed in the local parts of the track. The simulation of the laser vapor deposition in the vacuum and in the buffer gas was performed. Likely factors that improve the tribological properties of the coating during deposition in the buffer gas were disclosed.