High-entropy alloys (HEA) are a research hotspot in the field of materials and engineering sciences. Unlike traditional alloys, HEA is composed of many main elements. Thus, the number of HEA components may greatly exceed that of traditional alloys. HEA has excellent properties (e.g., high hardness, oxidation resistance, corrosion resistance, high-temperature resistance and wear resistance) due to its unique composition of "near/equimolar ratio." The combination of additive manufacturing (AM) and HEA can produce metal parts with high strength, high plasticity, and highly complex geometry. This paper discusses the currently widely used selective electron beam melting (SEBM), selective laser melting (SLM), laser cladding (LC), and plasma cladding (PC) technology. The first two are used to prepare bulk HEA. The last two are used to prepare the coated HEA. The HEA prepared by SEBM has good ductility and is not easy to crack. The HEA prepared by SLM has high forming accuracy, strength, and surface finish. The HEA cladding layer prepared by LC has a very low dilution degree and a dense structure. The HEA cladding layer prepared by PC has almost no pores and no cracks. This paper systematically summarizes the technical characteristics of four different AM methods, as well as the advantages of the prepared HEA compared with traditional casting techniques in terms of microstructural characteristics, mechanics and corrosion resistance, and introduces its intrinsic mechanism in detail. This paper provides theoretical ideas for the development of cutting-edge technologies for preparing high-entropy alloys by AM.