Mechanical alloying is one of the popular, simple, and easy powder metallurgy methods to prepare nanostructured high entropy alloys (HEA). HEAs are modern-day alloys that exhibit significantly improved properties and are used in many unique applications. One such application is using HEA powders for determining the methylene blue dye in wastewater using cyclic voltammetry. We have successfully synthesized the HEA powder of composition 25Fe-19Cr-19Ni-18Ti-19Mn by planetary ball mill and studied their phases, surface morphology, and particle sizes by X-Ray diffraction (XRD), scanning electron microscope (SEM) and transmission electron microscope (TEM) respectively. We have fabricated the HEA-modified carbon paste electrode (HEA-MCPE) to study the electrochemical oxidation of methylene blue (MB) dye present in the wastewater. MB is a cationic dye that is toxic, and carcinogenic in high doses; generally used in textile, paper, and leather industries for coloring purposes and discharged into the water sources and thus creating a threat to aquatic animals and humans. Therefore, we must determine the MB dye in waste water regularly. Our fabricated electrode can detect MB dye in wastewater over a pH range of 6 to 7.6 with a significant current response. We have found that, the 4mg HEA-MCPE and pH 6 are the optimal experimental conditions for achieving a higher rate of electro-oxidation of MB dye. The calculated active surface area for bare and HEA-MCPE is found to be 0.180 and 0.918 cm2 respectively. We have found out that, increase in the concentration of MB from 1mM to 5mM increases the anodic peak current linearly due to the increased molecular interaction and the mobility of electrons between the analyte and the electrode surface.