Noble metals are the most commonly used electrocatalysts, but due to the high-cost and scarcity, improving their utilization has become a hot topic. As the Pt-based high-entropy alloy (HEA) can greatly increase the activity of catalyst and increase the utilization of noble metal, herein, a HEA with promising performance in ethylene glycol oxidation reaction (EGOR) is developed. The EGOR results show that, the onset potential of PtPdAuNiCo/C is 0.55 V, which is 20 mV lower than Pt/C (0.57 V) reference. Besides, the PtPdAuNiCo/C exhibits a high activity of 0.482 A mg−1PtPdAu, which is 2.18 times of Pt/C (0.221 A mg−1Pt) reference. And the current retention rate of PtPdAuNiCo/C (81.3%) is also higher than Pt/C (73.0%) reference in 500-cycle stability test. When as-obtained PtPdAuNiCo/C assembled into a direct ethylene glycol fuel cell, it exhibits a high-power density of 8.38 mW cm−2. It is 1.40 times than that of Pt/C (6.00 mW cm−2) reference. This work would be a good reference to HEA materials application on electrocatalysis in future.