The production of ceramic phase-reinforced high-entropy alloy composite coatings with excellent mechanical properties, high-temperature oxidation resistance, and corrosion resistance via laser cladding is a new hotspot in the field of surface engineering. However, as high-entropy alloys have a wide range of constituent systems and different kinds of ceramic particles are introduced in different ways that give the coatings unique microscopic organization, structure, and synthesized performance, it is necessary to review the methods of preparing ceramic phase-reinforced high-entropy alloys composite coatings via laser cladding. In this paper, the latest research progress on laser cladding technology in the preparation of ceramic phase-reinforced high-entropy alloy composite coatings is first reviewed. On this basis, the effects of ceramic particles, alloying elements, process parameters, and the microstructure and properties of the coatings are analyzed with the examples of the in situ generation method and the externally added method. Finally, research gaps and future trends are pointed out, serving as a reference for the subsequent research, application, and development of the preparation of ceramic phase-reinforced high-entropy alloy composite coatings.