In aerospace applications, the development of high-entropy alloys (HEAs) filler is an effective strategy to obtain reliable Cf/SiC nozzles and GH3536 thrust chambers components. Considering the high costs and extended preparation times with HEA fillers, utilizing non-HEA fillers to generate HEAs within brazing seam offers significant advantages. This study successfully joined Cf/SiC with GH3536 using a non-HEA Cu–Ti–W composite filler that facilitated the in-situ formation of Fe–W–Ni–Cr–Cu HEA during the brazing process. Furthermore, the formation and accompanying martensite phase transformation were revealed. The microstructure characteristic of W reinforcements/HEA/Cu(s,s) was ultimately formed in the brazing seam. The atomic structure of the HEA, confirmed to be hexagonal close-packed, was elucidated using spherical aberration-corrected transmission electron microscopy. Additionally, a martensite phase transformation was observed in the HEA, involving two adjacent layers of (0 0 0 1) atomic planes that sheared and move a3 distance alon g [10–10] in opposite directions, resulting in the formation of M-HEA. The inclusion of HEA and M-HEA in the Cf/SiC-GH3536 joint, brazed with Cu–Ti–W composite filler, increased its shear strength to 84.8 MPa, which was 2.15 times higher than that of joints without the W reinforcements. This study offers new insights into the design of composite fillers and the application of HEAs.