In this study, the adjustment of phase constitution of AlCoCrFeNi high-entropy alloy (HEA) coatings was achieved by using plasma spray process with vacuum gas-atomized powders. The as-prepared AlCoCrFeNi powders were of pure BCC phase and in spherical shape. FCC phase began to form above 600oC, and its crystallinity was getting stronger with annealing temperature, resulting in a reduction in saturated magnetization. Two Curie temperatures were observed in as-atomized powders: the first is around 220oC and reversible; the second is contributed by the irreversible FCC phase transformation over 600oC. When deposit AlCoCrFeNi coating by plasma spray process, the ratio of FCC phase increased with spraying currents and argon flow rate. However, the phase constitution of AlCoCrFeNi coatings also was further dominated by powder size. With coarse powders (60-90 μm), the formation of FCC phase was suppressed, even as the current and gas flow were increased to 750 A and 50 l/min, respectively. The physical properties, such as porosity, hardness, and saturated magnetization, of plasma-sprayed AlCoCrFeNi can hence be adjustable by tuning its phase constitution.