This study aims at investigating the feasibility of depositing quality coatings from various high-entropy intermetallic compounds (HEICs) using detonation spraying (DS). Four different HEIC coatings, namely (NbTaVCrTi)Al3, (NbTaVNiFe)Al3, (NbTaVZrHf)Al3, and (FeNiCoCrMn)(MoCr), were prepared by DS on low alloy steel substrates. The HEIC powders were first prepared by arc melting followed by ball milling and then used as reinforcement particles to deposit HEIC coatings. Elemental segregation was observed for all the as-cast samples. Powders with average particle sizes of about ~25 µm for (NbTaVCrTi)Al3, ~22 µm for (NbTaVNiFe)Al3, ~34 µm for (NbTaVZrHf)Al3, and ~18 µm for (FeNiCoCrMn)(MoCr) were obtained. (NbTaVCrTi)Al3, (NbTaVNiFe)Al3, and (NbTaVZrHf)Al3 HEICs exhibited a nearly single D022 (TaAl3 type) structure, while (FeNiCoCrMn)(MoCr) exhibited a single D8b (FeCr type) structure. Dense coatings consisted of a lamellar microstructure and sound bonding with the substrate, and low porosity was obtained for all the samples. Crystal structures of the HEIC samples were highly retained during DS, whereas all the samples underwent some degree of oxidation. Microhardness values of 745 HV for (NbTaVCrTi)Al3, 753 HV for (NbTaVNiFe)Al3, and 862 HV for (NbTaVZrHf)Al3 were obtained, which are significantly higher than the microhardness of the substrate (~140 HV). Among all the samples, (FeNiCoCrMn)(MoCr) exhibited the highest microhardness values of about 1047 HV.