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In this study, Al21Co22Cr22Fe13Ni22 high-entropy coatings were produced on steel substrates by non-vacuum electron beam cladding of Co, Cr, and NiAl powders. The high-temperature oxidation behavior of the coatings was studied by holding the specimens at 900 °C in air. The microstructure and phase constitution of the samples were studied both in the as-cladded state and after the heat treatment. The microstructure was characterized using light microscopy (LM) and scanning electron microscopy (SEM). Synchrotron X-ray diffraction (SXRD) and energy-dispersive X-ray spectroscopy (EDX) were used to study the phase constitution of the coatings and the "coating-substrate" interface. The coating consisted of disordered bcc (A2), ordered bcc (B2), and disordered fcc (A1) phases. Annealing the coatings for 50 h at 900 °C led to the formation of fcc precipitates in the bcc dendritic grains and a mixture of fcc and σ-phase particles in the interdendritic regions. Needle-like nanosized B2-precipitates were formed due to annealing in the fcc grains at the coating/substrate interface. The microhardness at the top of the as-cladded coating was 585 HV and gradually decreased towards the substrate. A more uniform distribution of the microhardness was obtained after the annealing. Its average value was 441 HV. Rhomboid Cr2O3, needle-like Al2O3, and spinels of a different morphology were found on the surface of the samples after oxidation at 900 °C. [ABSTRACT FROM AUTHOR]