CoCrFeNi high entropy alloys (HEAs) were prepared by electro-deoxidization of metal oxides in CaCl₂ molten salt at 1173 K. The phase transformation from the metal oxides to HEA under different electrolysis durations was investigated by X-ray diffraction (XRD), scanning electron microscopy (SEM), and energy dispersive X-ray spectroscopy (EDS). The results show that the formation process of CoCrFeNi HEA includes two stages: the rapid deoxidization stage and deep deoxidization stage. In the rapid deoxidization stage, 93.93wt% oxygen in sintered oxide pellet is removed within 1 h and the current efficiency reaches 89.95%. After electrolysis of 15 h, the oxygen content of the product is 0.26wt% and the current efficiency is 17.93%. The formation process of CoCrFeNi HEA provides guidance for establishing the electrochemical route with low cost and high efficiency.