High-entropy alloys (HEAs) are a class of metallic materials composed of solid solutions of five or more elements in equi- or near-equiatomic proportions. The fascinating properties of HEAs have recently attracted considerable attention for water-splitting applications. Mechanical alloying (MA) is a method for preparing HEAs that results in crystalline, homogeneous materials at room temperature. In this work, several CoCuFeNi-based HEAs were prepared through MA and evaluated as electrocatalysts for the oxygen evolution reaction (OER), hydrogen evolution reaction (HER), and overall water splitting in 1 M KOH. The results showed that CoCuFeNiMnMo1.5 with the highest amount of molybdenum exhibited the best OER performance (375 ± 15 mV at the current density of 10 mA cm–2), and CoCuFeNiMnMo0.5 with the lowest amount of molybdenum exhibited the best HER activity with lower overpotentials (275 ± 12 mV at the current density of 10 mA cm–2) and over 72 h of stability. The assembled CoCuFeNiMnMo1.5 (anode)∥CoCuFeNiMnMo0.5 (cathode) couple required 1.76 V to produce 10 mA cm–2, and the Faradaic efficiency for generated H2 was determined to be more than 80%.