The article is devoted to the comprehensive studies of high-entropy CoCuTiZrHf coating obtained by HVOF in a protective atmosphere. We have examined metallophysical properties of the coating (using electron microscopy and X-ray diffraction analysis) in order to obtain new information about its structure, mechanical properties and phase composition. Functional properties were also determined. We studied the effect of mechanical activation of highly entropic material powder on the structural phase state and coating quality. The optimal technological parameters of HVOF in a protective atmosphere were determined for the formation of a highly entropic CoCuTiZrHf coating, which provides the highest adhesion and low porosity. We have developed statistical process models with parameter optimization. Based on complex metallophysical studies, the structure formation in highly entropic coatings was researched after HVOF in a protective atmosphere and subsequent heat treatment. Calorimetric tests of the CoCuTiZrHf alloy were performed to identify the exo-effect corresponding to the manifestation of phase transformation. We determined the mechanical properties of coated steel are.