Compared with the design methods and performance laws of traditional alloys, a new material system high-entropy alloys (HEA), provides new research and development ideas, and has shown excellent performance and potential in various application fields, which injects new vitality for the alloy field. This paper focused on the field of coatings, briefly introduced the definition of high-entropy alloys, and explained its four basic core effects (high-entropy effect, sluggish diffusion effect, lattice distortion effect and “cocktail” effect) with new understanding and expansion of the researches in recent years. Then it was found that there were still many characteristics and laws in the special random structure, which had not yet been thoroughly studied and understood, so that the orientation of the phase composition still cannot be accurately predicted and controlled. Starting from different strengthening methods, the tribological researches were classified according to three points including material system design, second phase doping, and process treatment, researches and applications of high-entropy alloy coating in the field of tribology were illustrated, and the respective strengthening mechanisms were summarized. By discussing the specific performance of different element compositions, composite methods, preparation processes and post-treatment methods, the key factors affecting the tribological properties of the coating surface were summarized, and new feasibility or research potentials for improving the friction and wear resistance of the coating were explored. Finally, the shortcomings of high-entropy alloy coatings in current research were discussed. The main opinions were that the basic theoretical researches were not systematic and comprehensive, so that there was still a large gap compared with traditional alloys in fields of precise control and coating quality for industrial applications. And the explorations of the self-lubricating composite systems were still relatively limited, therefore the above work will be the focus of research in the field of tribology.