AlCoCrFeNi high entropy alloy coating was prepared by laser cladding technology with H13 steel as the substrate under different laser energy density. The microstructure and microhardness of high entropy alloy coating were identified by optical microscope and microhardness tester, respectively. Moreover, the Weibull distribution characteristics of microhardness were further studied. Results show that the high entropy alloy coating prepared under the condition of low or high laser energy density is easy to produce metallurgical defects such as pores, cracks and coarsened microstructure. When the laser energy density is 7.23 kJ/cm2, the high entropy alloy coating with relatively smooth surface, few metallurgical defects and obvious refinement as well as homogenization of microstructure can be obtained. The microhardness of the high entropy alloy coating is significantly higher than that of the substrate. The microhardness value of the coating (540.7 HV) is the highest when the laser energy density is 7.23 kJ/cm2, which is about 140.3% higher than that of the substrate (225 HV). The microhardness Weibull modulus of the high entropy alloy coating prepared under the action of this laser energy density is two times than that of the high entropy alloy coating prepared under other laser energy densities, exhibiting the most concentrated microhardness and more evenly distributed microstructure.