Despite intense research on high entropy films, the mechanism of film growth and the influence of key factors remain incompletely understood. In this study, high entropy films consisting of five elements (FeCoNiCrAl) with columnar and nanometer-scale grains were prepared by magnetron sputtering. The high entropy film growth mechanism, including the formation of the amorphous domain, equiaxial nanocrystalline structure and columnar crystal was clarified by analyzing the microstructure in detail. Besides, the impacts of the important deposition parameters including the substrate temperature, the powder loaded in the target, and the crystal orientation of the substrate on the grain size and morphology, phase structure, crystallinity and elemental uniformity were revealed. The mechanical properties of high entropy films with various microstructure features were investigated by nanoindentation. With the optimized grain size and microstructure, the film deposited at 350 °C using a power of 100 W exhibits the highest hardness of 11.09 GPa. Our findings not only help understanding the mechanisms during the high entropy film deposition, but also provide guidance in manufacturing other novel high entropy films.