<p>Considering the application at elevated temperatures, CrFeCoNiCu high-entropy alloy (HEA) coatings were prepared by direct current magnetron sputtering, and the cyclic oxidation method was used to study their oxidation resistance. The influence of substrate temperature on the coatings’ morphology, structure, hardness, adhesion force, and high-temperature oxidation behavior was analyzed. The results showed that the CrFeCoNiCu HEA coatings with a single FCC structure grew with the (111) plane as their preferred orientation, and the crystallinity of the coating was enhanced with increasing substrate temperature. The hardness and adhesion force of the coating increased and then subsequently decreased with the rise in substrate temperature. Following oxidation at 800 °C in air, the oxidation kinetics curves of CrFeCoNiCu coatings were roughly parabolic; (Cu, Ni, Co)O, Co₃O₄, (Cr, Fe, Co, Ni)₂O₃ oxides, and spinel oxides were formed on the coatings’ surface. The lowest oxidation rate of the coating was obtained at the substrate temperature of 200 °C due to the high crystallinity and coarser grains, while the oxidation resistance of the coating prepared at 300 °C decreased as CuO precipitation increased.</p>