Electric-explosive spraying is a new method of surface modification. It uses high voltage to pulse discharge the sprayed material, and the instantaneous high current heats it and explodes, producing high-temperature particles that are sprayed onto the surface of the substrate along with the shock wave to form a coating. In this paper, a new process of preparing high entropy alloy coating by electric explosion method is proposed. The feasibility of this method to prepare high-entropy alloy coatings was studied by XRD, SEM, EDS, and current and voltage waveforms. The results show that FeCoCrNiAlx (x=0, 0.5, 1.0) alloy coatings have formed simple solid solutions of FCC, BCC and FCC+BCC structures, and the phase structure of the coating gradually changes from FCC phase to BCC phase with the increase of Al content. The surface of the coating is smooth and dense, without obvious cracks, and the elements are evenly distributed on the surface of the coating, and no obvious element segregation is found. The energy deposition under the initial charging voltage of 11kV is 285.770 J, and the average deposition efficiency reaches 48.8%. With the increase of Al content, the microhardness of the coating gradually increases. When x=1.0, the average microhardness reaches the maximum value of 531.8HV, which is about twice the microhardness of the substrate. It can be seen that the high entropy alloy coating is successfully prepared by electric-explosive method.