High-entropy oxides (HEOs) have attracted extensive research interest due to their unique structural features, customizable elemental compositions, and tunable functional properties. Nevertheless, the complexity, low efficiency, and high cost of the existing HEO synthesis methods place limitations on them. In this study, Laser directed energy deposition (LDED) was employed to synthesize (Mg, Co, Ni, Cu, Zn)O oxides. Additionally, the novelty of applying the LDED process to multicationic systems was emphasized. The comparison between specimens fabricated from mixed powder via LDED(MP) and those fabricated from pre-sintered powder via LDED(SP) encompasses macroscopic morphology, microstructure, and performance. The results showed that SP significantly enhanced the density from 86.44% to 96.70% compared to MP. The macro-segregation of Cu and Cu2O in the phase composition was observed in MP and SP. High-temperature pre-sintering promoted the solid solution formation of Co and Ni during LDED, leading to more severe micro-segregation of Co and Ni. When employed as anodes in lithium-ion batteries, MP and SP have outstanding long-term cycle stability, according to electrochemical performance studies. At a current density of 100 mAg-1, these specimens maintained a capacity retention rate of 100% even after 200 cycles. The initial discharge capacities of MP and SP were respectively 477.73 mAh g-1 and 373.86 mAh g-1. This study is expected to present a novel approach for the rapid synthesis of (Mg, Co, Ni, Cu, Zn)O oxide ceramics.