In this work, Mn-Zn-Ni-Mg-Al multi-layer films were annealed in air at different temperatures to form spinel-structured Mn1.6Zn0.2Ni0.6Mg0.2Al0.4O4 high-entropy oxide films. X-ray diffraction results demonstrate that the films possess a polycrystalline spinel phase as well as impurity phases: when annealed at 650 °C and 750 °C, MnO2 and Al2O3 impurity phases exist; at 950 °C, an Al2O3 impurity phase exists. Only at 850 °C does a pure spinel phase exist. However, the film at 750 °C exhibits the best conductive behavior, which indicates that the impurity phases may not have to be removed to maintain the best electrical properties of the film.