Friction and wear properties of hot working die steel at above 800 °C are of particular interest for high temperature applications. Here, novel AlCoCrFeNiWx high-entropy alloy (HEA) coatings have been fabricated on the surface of hot working die steel by laser cladding. The effects of the as-prepared AlCoCrFeNiWx HEA coatings on the microstructure and high temperature friction and wear behavior of hot working die steel are investigated through scanning electron microscopy (SEM), electron probe microanalysis (EPMA), X-ray diffraction (XRD), and X-ray absorption fine structure (XAFS). Having benefited from the formation of W-rich intermetallic compounds after the addition of W elements, the high temperature wear resistance of the coatings is obviously improved, and friction coefficient shows a large fluctuation. The microstructural characteristics of the AlCoCrFeNiWx HEA coatings after the high temperature wear resistance test shows a highly favorable impact on microstructure stability and wear resistance, due to its the strong lattice distortion effect of W element on BCC solid solutions and the second phase strengthening of the W-rich intermetallic compounds. These findings may provide a method to design the high temperature wear resistant coatings.