The extremely harsh environment of the high temperature plasma imposes strict requirements on the construction materials of the first wall in a fusion reactor. In this work, a refractory alloy system, WTaVTiZrx, with low activation and high entropy, was theoretically designed based on semi-empirical formula and produced using a laser cladding method. The effects of Zr proportions on the metallographic microstructure, phase composition, and alloy chemistry of a high-entropy alloy cladding layer were investigated using a metallographic microscope, XRD (X-ray diffraction), SEM (scanning electron microscope), and EDS (energy dispersive spectrometer), respectively. The high-entropy alloys have a single-phase BCC structure, and the cladding layers exhibit a typical dendritic microstructure feature. The evolution of microstructure and mechanical properties of the high-entropy alloys, with respect to annealing temperature, was studied to reveal the performance stability of the alloy at a high temperature. The microstructure of the annealed samples at 900 °C for 5-10 h did not show significant changes compared to the as-cast samples, and the microhardness increased to 988.52 HV, which was higher than that of the as-cast samples (725.08 HV). When annealed at 1100 °C for 5 h, the microstructure remained unchanged, and the microhardness increased. However, after annealing for 10 h, black substances appeared in the microstructure, and the microhardness decreased, but it was still higher than the matrix. When annealed at 1200 °C for 5-10 h, the microhardness did not increase significantly compared to the as-cast samples, and after annealing for 10 h, the microhardness was even lower than that of the as-cast samples. The phase of the high entropy alloy did not change significantly after high-temperature annealing, indicating good phase stability at high temperatures. After annealing for 10 h, the microhardness was lower than that of the as-cast samples. The phase of the high entropy alloy remained unchanged after high-temperature annealing, demonstrating good phase stability at high temperatures.