This work combines a computational and an experimental validation approach to study the feasibility of producing high-quality CoCrFeMnNi high-entropy alloy coatings with the employment of a high-velocity oxy-air-fuel deposition technique. Computational fluid dynamics models were used to predict the maximum speed and temperature for CoCrFeMnNi particles during spraying with the employment of different application temperatures. The coatings were applied to a carbon steel substrate by using three different spraying temperatures. Afterwards, the microstructure, the microhardness, and the porosity of the produced coatings were evaluated. According to the results, the coatings were successfully applied, forming a homogenous FCC phase with good adhesion to the substrate. The different spraying temperatures appear to influence the attained microstructures. As the spraying temperature increases, the volume of oxides increases, in good agreement with the computational fluid dynamics models that can predict accurately the in-flight particle temperature evolution using different spray parameters. HVOF appears to be a suitable technique to fabricate CoCrFeMnNi high-entropy alloy coatings, with high homogeneity, low porosity, and oxidation. Careful selection of the deposition parameters may help to improve the coating quality.