The formation of nitride coatings based on the titanium (Ti), niobium (Nb), zirconium (Zr), tantalum (Ta), and hafnium (Hf) (i.e., TiNbZrTaHf) high-entropy alloy (HEA) was studied by in situ X-ray diffraction analysis using synchrotron radiation. HEA-based nitride coatings were formed as thin films (1.5-2 mu m) by plasma-assisted vacuum arc deposition. The multielement gas-metal plasma used was produced by evaporating a near-equiatomic TiNbZrTaHf cathode. In studying the thin film growth in situ with high time resolution, the VEPP-3 electron storage ring was used as a synchrotron radiation source. To verify the data of the in situ X-ray diffraction analysis, electron diffraction spectra of the films were obtained using transmission electron microscopy. It was found that the film growth was a multistage and multiphase process. The deposition of a metallic sublayer on the substrate before coating deposition (the first stage of film synthesis) was accompanied by the formation of a three-phase system represented by beta, alpha, and omega metallic phases, which were in an amorphous-crystalline state. The nitride layer formed on the metal substrate was presented by metal-nitride (MeN) and MeN* phases, which differed in the type of crystal lattice. The diffraction lines of the nitride phases were blurred, which might have been due to the nanocrystalline state (0.7-1.2 nm) of the film.