The aim of this work is to verify the applicability of thermography as a non-destructive technique to quantify the wear performance of several high-entropy alloy coatings. Thermal profiles obtained from passive and active thermography were analyzed and the results were correlated with the classical tribological approaches defined in standards. HEA coatings made of several chemical compositions (AlxCoCrCuFeNi and MnCoCrCuFeNi) and realized by using different cold spray temperatures (650 °C, 750 °C, and 850 °C) were tested in a pin-on-disk configuration, with a dedicated pin developed for the wear tests. Then, the wear performances of each sample were analyzed with the hardness and wear parameter results. The thermal profiles of passive and active thermography allowed a complete characterization of the wear resistance and performance analysis of the coatings analyzed. The results are also compared with those presented in the literature.