The invention discloses a high-entropy alloy containing a eutectic structure. The high-entropy alloy comprises the lamellar eutectic structure CoCrFeNiMo0.6-1.2 composed of an FCC phase and Cr9Mo21Ni20, wherein the structure of the CoCrFeNiMo0.6 alloy is the hypo eutectic structure, the structure of the CoCrFeNiMo0.8 alloy is the eutectic structure, and the structure of the CoCrFeNiMo and CoCrFeNiMo 1.2 alloy is the hypereutectic structure. Meanwhile, the invention further discloses a preparing method of the high-entropy alloy containing the eutectic structure. The method comprises the following steps that firstly, the raw materials including Co simple substance metal, Cr simple substance metal, Fe simple substance metal, Ni simple substance metal and Mo simple substance metal are weighed,and the molar ratio is 1:1:1:1:0.6-1.2; secondly, the single substance metal is placed in a smelting furnace and then subjected to vacuum pumping treatment, and inflation of protective gas is conducted; thirdly, residual oxygen is removed, then electrification is conducted, the single substance metal is smelted, and the melted alloy is obtained; and fourthly, the alloy is cooled, and the high-entropy alloy is obtained, wherein the single substance metal is sequentially placed in the smelting furnace from bottom to top according to the melting point from low to high.