Based on the two-way diffusion behavior of FeCoCrNi and W elements and the lattice distortion principle during alloy solidification, a new type of HEA wear-resistant coating with Laves phase and hardness gradient was prepared in this work. Analysis results show that the Laves phase has higher hardness and resistance to deformation, while the FCC phase exhibits higher plastic deformation ability. The tribological properties of the coating material under both room- and high-temperature wear conditions are improved by the synergistic effect of the hard Laves phase and the ductile FCC phase. Moreover, the transition effect of the intermediate eutectic layer alleviates the stress concentration during the friction process, and the oxide film shows a strong wear resistant under the room-temperature wear condition.