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Copper, permalloy, cobalt, and silicon are the materials that have been widely utilised in magnetic devices. When the size of interest is down to the nanoscale, the inter-diffusion between certain materials becomes influential. This paper studies the nanoscale friction characteristics between frictional pairs with and without inter-diffusion properties through the atomic force microscope. The distinct evolution features of nanoscale friction force when inter-diffusion is involved are discovered experimentally, which is also confirmed through theoretical analysis. Firstly, through the thin film deposition method, four pairs of contact materials (Cu–Ni81Fe19, Si–Ni81Fe19, Cu–Co, Cu–Si) are designed for friction tests, in which diffusion occurs at the interface of Cu–Ni81Fe19pair. Then, the effects of sliding velocity and loading force on the nano friction of each pair are measured. It is found that regardless of the diffusion phenomenon: (1) the adhesion force values exhibit a notable correlation to the values of the friction force; (2) the friction force in all four material pairs consistently increases with the growth of the normal loading force, although the growth rate may differ. In terms of the sliding velocity effect, the friction forces of immiscible materials (Si–Ni81Fe19, Cu–Co, and Cu–Si) are found to increase with the increasing sliding velocity. However, the friction force of Cu–Ni81Fe19, decreases with the increasing sliding velocity. Furthermore, a compositive friction model considering both the velocity and the normal force effect was proposed, which shows good agreement with the experimental results and explains the nano friction behaviour of both miscible and immiscible metals.