Multi-principal element alloys (MPEAs) are at the forefront of materials science due to their large variety of compositions, which can yield unexplored properties. Mapping the structure and properties of a compositional MPEA library in a reasonable time can be performed with the help of gradient samples. This type of specimens has already been produced in both bulk and layer forms. However, combinatorial MPEA coatings have not been synthesized by electroplating, although this method has a great potential to deposit a coating on components with complex shapes. In this study, a combinatorial Co-Fe-Ni-Zn coating with the thickness of 4 μm was synthesized by electrodeposition. The material exhibited a well-defined Zn gradient; therefore, the investigation of the effect of Zn concentration on the microstructure and mechanical properties was feasible without the production of an excessively large number of specimens. The Zn concentration was controlled laterally through mass transfer due to the unique geometry of the substrate, and it covered a concentration range of 18–44 at%. The chemical and phase compositions as well as the morphology of the as-processed samples were investigated in multiple locations using X-ray diffraction and scanning electron microscopy. The mechanical performance was characterized by nanoindentation. It was found that for any composition, the structure is face-centered cubic and the lattice constant scaled with the Zn concentration of the deposit. The hardness and the elastic modulus were consistent with values of about 4.5 and 130 GPa, respectively, in the Zn concentration range of 25–44 at%.