CoCrFeMnNi high entropy alloy films (HEAFs) with different thicknesses (250 to 1400 nm) and structures were fabricated by magnetron sputtering to study the relation among the wettability, surface electron activity and corrosion resistance of the films. The XRD pattern showed the transition from the amorphous phase to face-centered cubic (FCC) structure with the increasing film thickness. The SEM micrographs of film surfaces showed changes from the morphology consisting of sphere-like islands to ligament-like islands with the increasing film thickness. The surface wettability, electron work function (EWF) and corrosion resistance of the CoCrFeMnNi HEAFs were studied using contact angle measurements, scanning Kelvin probe and electrochemical system, respectively. The film surface with the higher EWF is more stable with a higher degree of inertness, ascribed to its less active surface electrons, leading to the lower surface activity which contributes to the lower polarity, higher hydrophobicity and corrosion resistance. The 550 nm-thick film with the smallest grain size at the nano-scale and the highest density of grain boundaries showed the highest EWF (4.2 eV), the greatest hydrophobicity (96° water contact angle) and the outstanding corrosion resistance (Ecorr = −301 mV and Icorr = 0.481 μA/cm2).