Nowadays, high-entropy alloys (HEAs) have become a hot research topic in the field of coating materials. However, HEAs have a large wide range of compositional systems, and the differences in their composition inevitably lead to the significant variations in the matching process parameters of laser cladding and post-treatment methods, which in turn give the coatings a broad range of microstructures and protective properties. Therefore, it is crucial to review and summarize the research progresses on laser cladding HEA coatings to provide a reference for obtaining high-performance HEA coatings and further expand the application of HEA coatings. This work describes the working mechanism of laser cladding and illustrates the advantages and drawbacks of laser cladding in detail. The effects of the addition of alloying elements, process parameters and post-treatment techniques on the microstructures and properties of the coatings are thoroughly reviewed and analyzed. In addition, the correlations between the chemical compositions of HEAs, process parameters of laser cladding, post-treatment techniques and the microstructure and protective properties of the coatings are investigated and summarized. On this basis, the future development direction of HEA coatings is outlined.