High entropy alloys (HEAs) are a promising class of advanced materials composed of multi-component elements that possess outstanding mechanical and corrosion properties, which enable their use in many industrial applications. However, limited studies have focused on the tribological behavior of HEAs fabricated by means of thermal spray technologies. In this study, AlCoCrFeMo equimolar HEAs were fabricated successfully using flame spraying and cold spraying techniques to determine the phase compositions, microstructures, properties, and sliding wear resistance. The results show the existence of oxides in the flame-sprayed HEA coatings due to in-flight oxidation and body-centered cubic (BCC) phases. Oxide evolutions improve the hardness of flame-sprayed HEA coatings compared to that of cold-sprayed coatings. The sliding performance was investigated at room temperature by varying the normal loads (i.e., 5 N, 10 N) and with constant sliding speed (i.e., 3.1 cm/s) using Al2O3 counterface. The cold-sprayed coatings showed overall lower coefficient of friction (i.e., ∼0.5) with numerous fluctuations compared to the flame-sprayed coatings. However, the flame-sprayed coatings showed improved wear resistance when compared to HEA deposited by means of cold spray. This correlated well with the observations of ex situ analysis, which showed greater material transfer and increased formation of debris on the cold-sprayed coatings compared to the flame-sprayed coatings. The results obtained in this study suggest that flame-sprayed HEA materials are promising candidates for next-generation tribological interfaces under specific conditions, pointing to new materials designed with improved microstructural features and enhanced mechanical properties.