The VNbMoTaW refractory high entropy alloy was prepared using selective laser melting. The effect of laser melting parameters on the surface forming quality, microstructure, and mechanical properties of VNbMoTaW refractory high entropy alloy specimens were investigated. The results show that the surface quality of the specimens can be effectively improved when a higher power and lower scanning speed are used, where porosity and cracks are the main defects in the preparation of the VNbMoTaW refractory high entropy alloy using selective laser melting. The VNbMoTaW refractory alloy mainly comprises columnar and cellular crystals, the bottom and central areas are mostly columnar crystals, while the sides and top of the melt pool are mainly cellular crystals. The maximum ultimate compressive strength of VNbMoTaW can reach 2154 MPa, which is 69.6% higher than that of alloys prepared using arc melting.