High-entropy oxides have attracted more and more attention due to their unique structures and potential applications. In this work, M₃O₄(M=FeCoCrMnMg) high entropy oxide powders were synthesized by a facile solid-state reaction method. The powders were characterized by different methods. Furthermore, M₃O₄/Ni foam (M₃O₄/NF) electrode was prepared by a coating method, followed by investigation of its supercapacitor performance. The results showed that, with the increase of calcining temperature, Fe₂O₃(H)/Co₃O₄(S)/Cr₂O₃(E) and Mn₂O₃(B) dissolved successively in the crystal lattice of spinel structure. After M₃O₄ powders being calcined at 900 ℃ for 2 h, single spinel structure (FCC, Fd-3m, a=0.8376 nm) was obtained with uniform distribution of Fe, Co, Cr, Mn, and Mg elements, the typical characteristic of high entropy oxide. In addition, the mass specific capacitance of M₃O₄/NF composite electrode is 193.7 F·g^-1, with 1 mol/L KOH as electrolyte and 1 A·g^-1 as current density, which indicated that the M₃O₄ high entropy oxide can be considered as a promising candidate for the electrode material in the field of supercapacitor applications.