The oxide dispersoids within ODS alloys can act as sinks for radiation-induced defects, such as vacancies and dislocation loops, effectively reducing their mobility and preventing their accumulation. This property is crucial for HEAs employed in radiation-intensive environments, such as nuclear reactors. The objective of this research is to examine the impact of rare earth elements (REE) such as Y2O3, Er2O3, Pr2O3, and Sm2O3, on Oxides Dispersion-Strengthened (ODS) FeCoNiCuZn High Entropy Alloys (HEAs). The mechanical alloying technique is employed to produce a high entropy alloy consisting of Fe, Co, Ni, Cu, and Zn in their raw form. Subsequently, the raw alloy powder is enriched with separate amounts of Y2O3, Er2O3, Pr2O3, and Sm2O3. The microstructural analysis of the samples obtained from the mechanical alloying process was performed utilizing the X-ray diffraction (XRD) technique. In addition, scanning electron microscopy (SEM) was employed to analyze the ODS-HEA samples encoded S1, S2, S3, S4, and S5. To investigate the transmission properties of gamma-ray and neutron radiation, experimental studies are carried out using two types of detectors: Ultra High Purity Germanium (HPGe) detector and Canberra NP-100B BF3 gas proportional detector, respectively. The X-ray diffraction (XRD) spectra of samples did not display any observable peaks that could be attributed to the presence of dispersed rare earth element (REE) oxides. The uniform distribution of the metallic constituents that make up the High Entropy Alloy (HEA) is observed in the samples. Additionally, it can be observed that the implementation of the ODS-HEA technique, incorporating a 3% (wt.) Er2O3 additive, results in the most advantageous results with respect to the characteristics of gamma ray absorption. The S3 sample demonstrated the greatest degree of neutron absorption, as demonstrated by a recorded value of 0.857 μSv/h, where the S1 sample demonstrated the minimum level of absorption, as evidenced by a recorded value of 0.452 μSv/h. Based on the observed effects on neutron and gamma-ray attenuation behaviors in ODS-HEAs, it can be concluded that Er2O3 exhibits characteristics of a monotonic oxide. This feature is particularly advantageous for applications that necessitate a dual enhancement in these behaviors. It can also be concluded that the S1 sample may be deemed appropriate for situations where the utmost consistency of chain reactions in nuclear reactor fuel rods is desired, due to its possession of the lowest neutron absorption properties.