High-entropy alloy coatings exhibit more excellent performance than traditional coating materials and have deep research value. The work summarized the advance of high-entropy alloy coatings in recent years. Firstly, the preparation process of high-entropy alloy coatings was summarized (magnetron sputtering technology, thermal spraying technology, laser cladding technology, etc.), and the advantages and disadvantages of each preparation process were analyzed. Next, how researchers optimized the performance of high-entropy alloy coating through elements, microstructure, preparation process, etc. was further analyzed. In addition, the application prospects in industry and the research direction of high-entropy alloy coatings are forecasted.