<p>High-entropy alloys (HEAs) have become a research hotspot in materials science and engineering due to their excellent mechanical, corrosion-resistant and high-temperature properties. As a novel solid-state coating deposition technology, cold spraying (CS) possesses numerous advantages and effectively overcomes the inherent defects of thermal spraying in the preparation of HEA coatings, thus becoming a potential method for fabricating HEA coatings and bulk materials. This paper reviews the research progress of CSed HEAs, and analyzes the influencing mechanisms of various process parameters on coating microstructure and quality. The performance of CSed HEAs in terms of mechanical properties, corrosion resistance and high-temperature oxidation is summarized. Emphasis is laid on the performance optimization of CSed HEAs by different post-spray treatment technologies, which confirms that post-treatments can effectively release residual stress, strengthen the metallurgical bonding between particles and realize a significant improvement in the strength-ductility synergy of HEA coatings, thereby providing more development opportunities and possibilities for the applications of CSed HEAs in various fields. Meanwhile, the key challenges faced in their engineering application are analyzed, which is expected to provide theoretical and technical support for the large-scale engineering application of CSed HEAs.</p>