Laser cladding, a green and efficient surface treatment technology, could deposit coatings with dense structure, fine grain size and metallurgical bonding with the substrate, has become one of the research hotspots in the field of high entropy alloys (HEAs) in recent years. In this paper, the material system and preparation methods of the existing HEAs coatings were reviewed. The microstructural features, properties such as wear resistance, corrosion resistance, and high-temperature oxidation resistance, and the strengthening mechanisms of the laser cladded typical CoCrFeNi-M transition group HEA coatings were mainly discussed. The CoCrFeNi-M alloy system coatings mainly had FCC solid solution structure with excellent comprehensive mechanical properties. Through the regulation and optimization of alloy composition, the microhardness, wear resistance, corrosion resistance and other properties of the coating could get strengthened under the effect of fine grain strengthening, solid solution strengthening, or second phase strengthening mechanism. At the same time, the microstructural features, wear resistance, corrosion resistance, high-temperature oxidation resistance and performance strengthening mechanism of laser cladded refractory high entropy alloy (RHEA) coatings were discussed. The RHEA coatings mainly presented BCC solid solution structure with high hardness but limited room-temperature ductility in general. Despite the excellent high temperature strength and good application prospect in high temperature field, the high-temperature oxidation resistance of the RHEA coatings is insufficient, and still need to be enhanced through the optimization of the alloy composition. In addition, the current problems of laser cladded high-entropy alloy coatings were discussed, and the future development direction is prospected.