Magnetic thin films are widely used in magnetic recording and magnetorheology, and also in magnetic lubrication such as ferromagnetic fluids. Polymethylmethacrylate (PMMA) is used as a coating material on the surface of the magnetic material in an electromagnetic system because of its good dielectric properties. In this study, the tribological behavior of reciprocating motion between ferromagnetic films coated with PMMA films under a magnetic field is evaluated. The system of ferromagnetic films coated with PMMA films based on glass is called ferromagnetic/PMMA double membrane in this paper. Two pieces of membranes in each tribological experiment are absolutely the same. Two kinds of experimental conditions, that is, under dry friction and silicone oil lubrication, are used to investigate the influences of load and magnetic field strength on the friction performance of ferromagnetic/PMMA double membranes. Experimental results show that the magnetic field directly affects the friction performance of a ferromagnetic /PMMA double-film system, and the performance changes with the normal load and intensity of the magnetic field. However, the influence of magnetic field on the tribological property in the dry friction mode is different from that in the silicone oil lubrication mode. The influences of magnetic force and the changes of the physical properties of the friction pair on friction and friction coefficient, which are both induced by the magnetic field, are analyzed. The theoretical analysis results are in good agreement with the experimental date. This work provides a basis for designing and controlling magnetic film interface media.