High-entropy alloy (HEA) coatings have been widely investigated because they can significantly improve the surface properties of the substrate. Electrodeposition of HEA coatings in an aqueous bath was considered a promising method. In this study, the Fe-Co-Ni-Mo-W HEA coatings were prepared by aqueous electrodeposition. The effects of the current density on the chemical composition and the physical performance of the HEA coatings were investigated. The results showed that the content of Ni, Mo, and W increased, while the content of Fe decreased as the current density increased from 20 to 80 mA/cm2. The coating deposited at 40 mA/cm2 possessed the best mechanical properties. The microhardness and the wear rate were 4.52 Gpa and 2.05×10-5 mm3/N·m, respectively. The electrochemical test showed that the corrosion resistance of HEA coatings increased with the decrease of current density. All the physical properties of the HEA coatings were superior to 304 stainless steel, suggesting a considerable application potential.