The surface of TC18 titanium alloy was coated with a CoCrFeNiAl HEA coating using double-glow plasma surface metallurgy. The structure, phase, and growth mode of the coating were investigated, along with its electrochemical corrosion behavior. The prepared HEA coating, under the influence of the hollow cathode effect and non-equilibrium diffusion, exhibits a composite structure consisting of a deposited layer and an interdiffused layer. It demonstrates robust metallurgical bonding with the substrate, and it exhibits a hardness of 12.66 GPa and an elastic modulus of 158.52 GPa, along with exceptional hardness and high elastic modulus. The primary phase of the coating consists of an FCC solid solution, with a minor presence of Ni3Al and Al8Cr5 phases. TEM results demonstrate that hollow cathode enhanced sputtering effectively refines the grain structure on the substrate surface. The high entropy alloy coating, characterized by a significant abundance of nanocrystalline and amorphous structures, is obtained under the bombardment of high-energy particles. Gradually increasing from the interface to the deposited layer, there is an augmentation in the content of nanocrystals. The transition from the substrate to the sedimentary layer comprises three distinct regions: a surface fine crystal region, a nanocrystalline structure region, and a nanocrystalline and amorphous precipitated phase-rich region. In 3.5 wt% NaCl solution, the electrochemical corrosion rate of the coating is 1.36 × 10−1 μm·year−1, which is about ten times lower than that of the substrate. Moreover, pre-soaking forms a stable oxide film on the coating's surface, effectively preventing corrosion and demonstrating its remarkable corrosion resistance.