In the present work, FeNiMnCuX (X: Co, Cr, Mo, Ti, W) high entropy alloys are successfully fabricated by mechanical alloying. After 15 h of milling, FeNiMnCu and FeNiMnCuCo alloys form a single FCC structure, while other alloys formed an FCC + BCC mixture structure. All alloys contained homogeneous distributions of Fe and Ni, while Cu was segregated. Alloys FeNiMnCuTi and FeNiMnCuW exhibited homogeneous distributions of Mn, whereas others exhibited Mn-rich islands. Except for the FeNiMnCuTi alloy, all alloys exhibited a soft magnetic behaviour. The saturation magnetisation of the base FeNiMnCu alloy was increased by adding Co and decreased by adding Cr, Mo, Ti, and W.