To enhance the wear resistance of high entropy alloy (HEA) coatings and broaden their applications under extreme conditions, this study proposed an in-situ synthesis process of a dual-phase strengthened nitrides layer on laser cladded HEA coating. The microstructural evolution and mechanical properties of FeCoCrNiAl0.5 HEA coating by plasma nitriding were systematically investigated, revealing formation and strengthening mechanisms of nitrides. In comparison to the traditional nitrided substrate 38CrMoAl, the results showed that the nitrided HEA coating exhibited high hardness and wear resistance, characterized by dual-phase nitrides AlN+CrN due to the negative Gibbs free energy, negative nitride formation enthalpy and higher atomic specific surface areas. While only a single-phase iron nitride with lower hardness was obtained on the nitrided 38CrMoAl. The microhardness and wear mass loss of the nitrided HEA coating were 1167 HV and 0.435×10−6 mg/mm, respectively, which were 33.4% higher and 63.3% lower than those of the nitrided 38CrMoAl. The strengthening effects attributed to the refinement of dual-phase nitrides, interstitial solid solution by N atoms, dispersion strengthening by higher proportion of nitrides.