CoCrNiTiAlx high-entropy alloy films with varied Al contents were fabricated on 42CrMo steel substrates via magnetron sputtering. By adjusting the sputtering power of the Al target, an investigation was systematically carried out to explore the effect of different Al contents on the microstructural evolution, mechanical properties, and corrosion resistance of the film, with the underlying synergistic mechanism governing these properties being elucidated. With increasing Al content, the film microstructure gradually transforms from an amorphous phase at low Al contents to a nanocrystalline–amorphous composite structure, until it is converted into the BCC phase, and the film’s crystallinity exhibits a trend of first increasing and then decreasing. In terms of mechanical properties, the film hardness is significantly enhanced from 7.6 ± 1.3 GPa to 18.9 ± 1.1 GPa with increasing Al content, while the toughness gradually declines. Wear tests show that the film wear rate first decreases and then increases with rising Al content, reaching a minimum of 2.06 × 10−5 mm3/N·m. The superior protective state, characterized by a corrosion potential reaching −361.2 mV and corrosion current density dropping to 1.12 μA/cm2, arises from the generation of an integrated, consistently structured composite passivation barrier in 3.5 wt.% solution. This study confirms that appropriate Al doping can synergistically optimize the microstructure, mechanical properties, and corrosion resistance of CoCrNiTiAlx films, providing experimental and theoretical support for the compositional design and engineering applications of high-performance high-entropy alloy protective films.