Friction and wear behaviors occurring to the machinery system during operation directly affect the working efficiency, operational reliability and service life of the system. Therefore, reducing the impact of friction and wear on operation of the mechanical system is necessary. The wear-resistant and self-lubricating films fabricated on the surface of key workpieces by special surface technologies show the significant effects in numerous anti-resistant methods. Compared with traditional films, high entropy alloy films show excellent potential in friction due to their unique microstructures and excellent mechanical properties. This paper reviewed the research progress of high entropy alloy films in recent years. Firstly, the basic concepts and common preparation methods of high entropy alloy films were presented. The principles, advantages, shortages and applicable fields of these preparation methods were discussed. Among them, magnetron sputtering has become the main preparation method for high entropy alloy film with excellent performance, which combines with smooth and dense surface, good ingredient uniformity, high strength of film-substrate bonding and controllable microstructure. Then, the effects of element composition, process parameters and interface structure on the microstructures and tribological properties of high entropy alloy film were discussed. The key factors for improving the tribological properties of high entropy alloy films were analyzed from the two aspects of wear resistance and self-lubrication. It‘s suggested that hard structure, smooth-dense surface and strong film-substrate bond were the keys to improving the wear resistance. The lubricating film induced by composite of self-lubricating phase and substrate or oxidative wear could significantly improve anti-friction performance. Finally, the problems and shortages in the current research process were summarized and the future development of high entropy films in friction field was prospected.