In this study, an effective way of applying Ti/Ni deposited coating to the surface of diamond single crystal particles by magnetron sputtering was proposed and novel high-entropy alloy (HEA)/diamond composites were prepared by spark plasma sintering (SPS). The results show that the interfacial bonding state of the coated diamond composite is obviously better than that of the uncoated diamond composite. Corresponding mechanical properties such as hardness, density, transverse fracture strength and friction properties of the coated diamond composite were also found to be better than those of the uncoated diamond composite. The effects of interface structure and defects on the mechanical properties of HEA/diamond composites were investigated. The research directions for further improving the structure and properties of high-entropy alloy/diamond composites were proposed.