Surface coatings can enhance the substrate material’s properties and increase its lifetime. HEA-based materials have been extensively investigated as coating materials due to their superior hardness, excellent oxidation and corrosion resistance, effective diffusion barrier properties and wear resistance. Magnetron sputtering has been regarded as one of the most efficient methods for the deposition of HEA-based thin films. Metallic- and nitride-based HEA coatings can be easily deposited by introducing N2 gas along with the Ar in the reaction chamber. The parameters such as target composition, bias voltage, sputtering power and notably, gas flow ratio, influence the thin film’s morphology and mechanical properties.