In this study, soft magnetic FeCoNiCrAl high-entropy alloys (HEAs) were synthesised by high-energy ball milling using Fe, Co, Ni, Cr and Al powders as raw materials. The phase evolution was detected by X-ray diffraction, and the results showed that only 12 h were required to convert all the raw materials into the HEAs nanoparticles. It was shown that the prepared particles formed aggregates of approximately 1 μm in size. Furthermore, the influence of the amounts of Cr and Al on the formation process, magnetic properties and microwave absorption of the FeCoNiCr x Al2-x alloys was investigated. The saturation magnetisation reached 80.43 emu g−1 when x = 1, and the minimum calculated reflection loss reached 41.99 dB at 2.40 GHz with a layer thickness of 4.2 mm when x = 1.5.