In this work, the mechanical mixing process was successfully used to inoculate FeCrNiMnAl powder with CeO2 nanoparticles, which contributed to the heterogeneous nucleation of fine equiaxed grains. In this way, the nanoCeO2/FeCrNiMnAl HEA composite coating with low dilution, cracks-free was successfully fabricated. The effects of different addition of nano-CeO2 (0 wt%, 0.5 wt%, 1.0 wt%, 1.5 wt%, 2.0 wt%) on the microstructure and properties of HEA composite coatings were mainly explored. The thermodynamic calculations on HEA composite coatings with different contents of CeO2 were conducted to predicted their phase composition. With the modification of nano-CeO2, the microstructure exhibited homogenous, fine-grained and equiaxed. To further reveal the effect of CeO2 on the microstructure, this work studied the columnar-to-equiaxed transition (CET) behavior of HEA coating during solidification process. As a comparison, the heterogeneous nucleation behavior of fine equiaxed grains induced by nano-CeO2 in HEA composite coatings was studies. The results showed that CeO2 nanoparticles were enriched at the grain boundaries of HEA composite coating, and it not only had a drag effect, but also hindered the growth and development of grains. However, excessive nano-CeO2 (2.0 wt% CeO2) could affect the forming quality of HEA coating and have a negative impact on the mechanical properties. After regulating the grain structure, the mechanical properties of HEA composite coating have been greatly improved. While 1.0 wt% nano-CeO2 was added, the microhardness of HEA composite coating reached to the maximum (670.4 HV0.2). Compared with substrate, the average microhardness has increased almost 91.5 %. The friction performance of 1.0 wt% CeO2/FeCrNiMnAl HEA composite coating was the optimal as well and the wear rate reached 3.12 x 10-6 mm3/N m. The tribo-oxide layer was produced on the worn surface of HEA composite coating.