(CoCrFeNi)95Nb5 high entropy alloy (HEA) coatings were successfully fabricated on a substrate of Q235 steel by laser cladding technology. These (CoCrFeNi)95Nb5 HEA coatings possess excellent properties, particularly corrosion resistance, which is clearly superior to that of some typical bulk HEA and common engineering alloys. In order to obtain appropriate laser cladding preparation process parameters, the effects of laser energy density on the microstructure, microhardness, and corrosion resistance of (CoCrFeNi)95Nb5 HEA coating were closely studied. Results showed that as the laser energy density increases, precipitation of the Laves phase in (CoCrFeNi)95Nb5 HEA coating gradually decreases, and diffusion of the Fe element in the substrate intensifies, affecting the integrity of the (CoCrFeNi)95Nb5 HEA. This de-creases the microhardness of (CoCrFeNi)95Nb5 HEA coatings. Moreover, the relative content of Cr2O3, Cr(OH)3, and Nb2O5 in the surface passive film of the coating decreases with increasing energy density, causing corrosion resistance to decrease. This study demonstrates the con-trollability of a high-performance HEA coating using laser cladding technology, which has significance for the laser cladding preparation of other CoCrFeNi-system HEA coatings.