<p>Gradient nanostructured (GNS) materials whose microstructure and material properties gradually change from the surface to interior can effectively enhance surface mechanical properties. The mechanical response under indenter is beneficial to exploring the mechanical properties of GNS coating at the micro/nano scale. This paper focuses on the impact of size effect on the micro-sliding contact problem of a GNS coated half-space under a rigid spherical indenter. A characteristic material length parameter which directly correlated with the microstructural features of the coating is introduced to describe the size effect and the laminated plate model is applied to simulate the GNS coating. By employing the Hankel integral transform and the transfer matrix method, the governing singular integral equation for the micro sliding contact problem with stick–slip boundary condition is obtained. The numerical results are obtained by solving the Cauchy singular integral equations to analyze the effect of the size parameter, the ratio of the shear modulus of the coating’s upper surface to that of the substrate, friction coefficient, gradient index, and Poisson's ratio on contact stress. The present results will provide theoretical support for optimizing contact stress distribution and reducing the risk of contact-induced damage and wear using GNS coating.</p>