The single-phase high-entropy alloy film is difficult to meet severe friction conditions due to its low hardness and high friction coefficient. Nano-composite structure film is composed of at least two separated phases, showing the properties of strength and toughness integration and excellent wear resistance. The design of nanocomposite structures can effectively improve the mechanical properties and tribological properties of high-entropy alloy films. In this study, the (CuNiTiNbCr)Cx nanocomposite high-entropy films (HEFs) integrated with high hardness, high toughness, and self-lubrication were synthesized by the double-target co-sputtering method. The effect of carbon content on microstructure, mechanical properties, and tribological properties of (CuNiTiNbCr)Cx films was studied. With the increase of carbon content in the HEFs, the carbon atoms preferentially react with Ti, Nb, and Cr to form a (TiNbCr)C ceramic-reinforced phase, and then the excess carbon atoms precipitate in the form of amorphous carbon (a-C) lubricating phase in the HEFs. The structure of the HEFs changes from an amorphous structure to a nanocomposite structure of amorphous (amorphous CuNiTiNbCr phase + a-C phase)/nanocrystalline (TiNbCr)C phase. When the carbon content is about 21.2 at.%, the carbide phase in the film reaches saturation and the hardness and modulus of the films are highest, which are 18 GPa and 228 GPa, respectively. The HEFs with a carbon content of 44.0 at.% show the best toughness and tribological properties with a friction coefficient of 0.16 and a wear rate of 2.4 × 10–6 mm3/(N m), which is mainly attributed to the excellent resistance to fatigue crack growth and the interfacial lubricating layer formed in the friction process. The nanocomposite (CuNiTiNbCr)Cx HEFs show very promising application prospect in the field of friction protection.