The setting up process in a nanoscale bearing has been modeled by molecular dynamics simulation. Contrary to the prediction from the classical Reynolds' theory, simulation results show that the load capacity of the nanoscale bearing does not increase monotonically with the operation speed. This is attributed to the change of the local shear rate, which will decrease with the shear velocity of the bearing as the shear velocity exceeds a critical value, i.e., the local shear rate has an upper limit. A simple nonlinear dynamic model indicates that the momentum exchange between the liquid and the solid wall is reduced with the shear velocity when the shear velocity is above a critical value. The weak momentum exchange results in a decrease of the local shear rate, which in turn causes a sharp increase of the slip length.