High-entropy alloy is an emerging multi-component alloy material composed of five or more elements with (near) equal atomic ratio, which has attracted great attention of scientific workers due to many excellent mechanical, physical and electrical properties. High-entropy alloy thin film is a kind of low-dimensional (micron scale) high-entropy alloy material, which not only exhibits the similar excellent properties of bulk high-entropy alloy, but also is even better than bulk alloy in some properties (such as hardness), showing a good application prospect in many fields. Starting from the design concept of high-entropy alloy, the development process and main classification of high-entropy alloy thin film material were firstly reviewed. Then the main preparation methods of high-entropy alloy thin film in recent years as well as the the principles, advantages and disadvantages of these methods were introduced. The reasons for the simple crystal structures of high-entropy alloy thin film material and the main important factors affecting the crystal structures were also elaborated. Moreover, the characteristics and research progress of the mechanical properties, tribological properties, high temperature resistance, oxidation resistance and corrosion resistance of the high entropy alloy film were described in detail. The reasons and affecting factors for the excellent properties of high-entropy alloy film were summarized. The potential applications of the high-entropy alloy films in the fields of heat resistance, wear resistance and corrosion resistance were also presented. On this basis, some development directions, such as computational simulation, formation laws of phases and thin films under special conditions, were put forward for the future development of these thin films.