High-entropy oxides (HEOs) are a new class of emerging materials with fascinating properties (such as structural stability, tensile strength, and corrosion resistance). High-entropy oxide coated Ni-rich cathode materials have great potential to improve the electrochemical performance. Here, we present a facile self-ball milling method to obtain (La_0.2Nd_0.2Sm_0.2Eu_0.2Gd_0.2)₂Zr₂O₇ (HEO) coated LiNi_0.8Co_0.1Mn_0.1O₂ (NCM811). The HEO coating endows NCM811 with a stable surface, reduces the contact with the external environment (air and electrolyte), and inhibits side reactions between cathode and electrolyte. These favorable effects, especially when the coating amount is 5 wt%, result in a significant reduction of the battery polarization and an increase in the capacity retention from 57.3% (NCM811) to 74.2% (5HEO-NCM811) after 300 cycles at 1 C (1 C = 200 mA·h·g⁻¹). Moreover, the morphology and spectroscopy analysis after the cycles confirmed the inhibitory effect of the HEO coating on electrolyte decomposition, which is important for the cycle life. Surprisingly, HEO coating reduces the viscosity of slurry by 37%–38% and significantly improves the flowability of the slurry with high solid content. This strategy confirms the feasibility of HEO-modified Ni-rich cathode materials and provides a new idea for the design of high-performance cathode materials for Li-ion batteries.