Numerical solution of mixed elastohydrodynamic lubrication (EHL) is of great importance for the study of lubrication formation and breakdown, as well as surface failures of mechanical components. However, converged and accurate numerical solutions become more difficult, and solution process with a fixed single discretization mesh for the solution domain appears to be quite slow, especially when the lubricant films and surface contacts coexist with real-machined roughness involved. Also, the effect of computational mesh density is found to be more significant if the average film thickness is small. In the present study, a set of sample cases with and without machined surface roughness are analyzed through the progressive mesh densification (PMD) method, and the obtained results are compared with those from the direct iteration method with a single fixed mesh. Besides, more numerical analyses with and without surface roughness in a wide range of operating conditions are conducted to investigate the influence of different compound modes in order to optimize the PMD procedure. In addition, different initial conditions are used to study the effect of initial value on the behaviors of this transient solution. It is observed that, no matter with or without surface roughness considered, the PMD method is stable for transient mixed EHL problems and capable of significantly accelerating the EHL solution process while ensuring numerical accuracy.