The friction coefficient is difficult to measure in a real application, whether friction coefficient and vibration signals have the same dynamic characteristics is an urgent issue to be solved. The running-in friction tests were carried out under dry friction, starved, and flooded lubrications. Cross recurrence plots (CRPs) and their measures were used to explore the correlation between friction signals. The results show that the more obvious the diagonal structures in CRPs, the better the correlation between the two signals. The measures from different friction systems are smaller than those from the same system. Average diagonal length is more sensitive to characterize the correlation. Irrespective of lubrication conditions, friction coefficient and vibration in the same friction system have a strong correlation. The correlation under boundary lubrication is the strongest, followed by oil-rich and dry friction. Thus, friction coefficient or vibration can be selected according to the convenience of measurement to monitor the running-in process.