In this paper, AlCrFeNi high entropy alloy coating was fabricated on the surface of Q235 steel using hot pressing sintering process. The coating has the controlled thickness size and excellent mechanical properties. Scanning electron microscopy (SEM), XRD and hardness testing method were used to study the morphology, phase structure and hardness of high entropy alloys coating. The lattice distortion plays a significant role in increasing the hardness. Coating formation mechanism caused by the element diffusion under the hot pressing effect is also discussed in the paper. Simultaneously, the dry sliding and oil lubrication wear tests, wear morphology observation and wear mechanism discussion were completed. As the result shows, AlCrFeNi high entropy alloys coating exhibits superior wear resistance either at dry sliding or oil lubrication tests owing to its hard high entropy solid solution structure.