High-entropy alloy (HEA) coatings have become an emerging category of surface-engineered materials for machining applications because of their remarkable hardness, thermal stability, wear resistance, and chemical inertness. This chapter presents a comprehensive overview of HEA coating fundamentals, along with information on their multi-element design principles, core effects (such as high entropy, sluggish diffusion, severe lattice distortion, and cocktail effect), and the structure–property relationships that control how well they perform in cutting environments. Key deposition techniques, microstructural features, mechanical properties, and characterization methods are discussed, along with the growing role of computational modeling, simulations, and machine learning in accelerating HEA design and performance prediction. Key challenges are also highlighted, including compositional complexity, processing constraints, and a lack of long-term data. Moreover, future directions are suggested, with a focus on advanced coating strategies, multiscale modeling, and hybrid physics–data-driven approaches for creating next-generation, high-performance HEA coatings for sustainable machining.