High Entropy Alloys (HEAs) coatings obtained by laser melting (LM) technique were studied through a multiscale topographical surface analysis using a focus variation microscope. The laser melting creates a multiscale topography from under-powder size (incomplete or complete powder melting) to upper-powder size (process conditions). The surface topography must be optimized because of the significant influence on friction and material transfer during sliding wear. The analyses were shown that different pre-melting zone interactions were present. Statistical analysis based on covariance analyses is allowed to highlight the different process melting scales. The best LM parameter values to minimize Surface Heterogeneity were laser power (Pw) of 55 W, laser exposition time (te) of 1750 µs, and distance between two pulses (dp) of 100 µm.