In this work, high-entropy (HE) spinel ferrites of (FeCoNiCrM)xOy (M = Zn, Cu, and Mn) (named as HEO-Zn, HEO-Cu, and HEO-Mn, respectively) were synthesized by a simple solid-phase reaction. The as-prepared ferrite powders possess a uniform distribution of chemical components and homogeneous three-dimensional (3D) porous structures, which have a pore size ranging from tens to hundreds of nanometers. All three HE spinel ferrites exhibited ultrahigh structural thermostability at high temperatures even up to 800 °C. What is more, these spinel ferrites showed considerable minimum reflection loss (RLmin) and significantly enhanced effective absorption bandwidth (EAB). The RLmin and EAB values of HEO-Zn and HEO-Mn are about −27.8 dB at 15.7 GHz, 6.8 GHz, and −25.5 dB at 12.9 GHz, 6.9 GHz, with the matched thickness of 8.6 and 9.8 mm, respectively. Especially, the RLmin of HEO-Cu is −27.3 dB at 13.3 GHz with a matched thickness of 9.1 mm, and the EAB reaches about 7.5 GHz (10.5–18.0 GHz), which covers almost the whole X-band range. The superior absorbing properties are mainly attributed to the dielectric energy loss involving interface polarization and dipolar polarization, the magnetic energy loss referring to eddy current and natural resonance loss, and the specific functions of 3D porous structure, indicating a potential application prospect of the HE spinel ferrites as EM absorbing materials.