Laser cladding is an effective surface strengthening method widely used in the surface treatment of extreme operating components such as gas turbines, aviation engines, and nuclear facilities. However, traditional cladding layers struggle to meet the diverse application needs of extreme working conditions due to their single cladding material and poor forming quality. Therefore, this article selected the new-type high-entropy alloy as the coating material and optimized its laser cladding process parameters in order to obtain an AlCrFeNiW0.2 high-entropy alloy coating with an excellent forming quality. It was found that as the laser power increased from 300 to 1800 W, the AlCrFeNiW0.2 high-entropy alloy coating transitioned from the incomplete or near-melted state to the fully and over-melted state gradually, while the coating showed the opposite trend of change as the laser scanning speed increased from 0.002 to 0.008 m/s. And when the laser power was 1000 W, the scanning speed was 0.005 m/s, and the spot diameter was 0.003 m, the AlCrFeNiW0.2 high-entropy alloy coating with a low dilution rate (9.95%) had no defects such as pores and cracks, and achieved good metallurgical bonding with Q235 steel substrate, demonstrating excellent forming quality. These could provide valuable theoretical and technical guidance for optimizing the laser cladding process and forming quality of new-type high-entropy alloy coatings.