Y-Hf co-doped AlCrFeNiCu high entropy alloy (HEA) coating was prepared on the surface of zirconium alloy rod by high-speed laser cladding technique (HSLC). The microstructure, microhardness, and high-temperature oxidation resistance of the coating were tested and analyzed. The results show that there is mutual diffusion of elements between the bottom of the coating and the substrate, and the width of the heat affected zone is about 35 μm. The microstructure of the coating is mainly composed of black dendrite zone and gray white interdendrite zone. The composition of the coating is uniform and the hardness is as high as 830 HV. The main reasons for the high hardness of the coating are solution strengthening, lattice distortion and slow diffusion effect. The structural integrity of the coating can be maintained after oxidation at 1200 ℃ for 120 min. The coating has a low oxidation rate, and the oxidation process follows the growth kinetics curve. The oxides on the surface are mainly composed of Al2O3 and Cr2O3, which improves the high temperature oxidation resistance of zirconium alloy.