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As large-scale rotating machines develop toward high rotating speed and high power–weight ratio, skidding damage has become one of the major initial failure modes of cylindrical roller bearings. Therefore, understanding the skidding damage law is an effective way to ensure the safety of machines supported by cylindrical roller bearings. To realize the skidding damage, a high-speed rolling bearing test rig that can simulate the actual operating conditions of aviation bearings was used in this paper, and the skidding damage dynamic behaviors of cylindrical roller bearings were investigated. In addition, to ensure the accuracy of the obtained skidding damage mechanism, the cylindrical roller bearing was carefully inspected by microscopic analysis when the skidding damage occurred. Out results show that instantaneous increases in friction torque, vibration acceleration, and temperature are clearly observed when the skidding damage occurs in the cylindrical roller bearing. Furthermore, under the conditions of inadequate lubrication and light load, the critical speed of skidding damage is rather low. The major wear mechanisms of skidding damage include oxidation wear, abrasive wear, and delamination wear. The white layers are found locally in the inner ring and rollers under the actions of friction heat and shear force.