The effect of Zr addition with different proportions on the microstructure and thermal stability of mechanical alloying ZrxFeNiSi0.4B0.6 (x = 1, 1.5, 2.5) high entropy alloy powders have been investigated. The amorphous phase has been successfully manufactured by mechanical alloying. The results indicate that increasing Zr ratio can evidently shorten the time of complete amorphous phase formation, which enhance the amorphous forming ability. The ZrFeNiSi0.4B0.6, Zr1.5FeNiSi0.4B0.6 high entropy alloy powders are partially amorphous but still retain stable FCC solid solution structure. However, the Zr2.5FeNiSi0.4B0.6 pseudo high entropy alloy powders obtain full amorphous structure after milling 180 h and gain a high thermal stability (the Tx around 689 ℃). Topological and thermodynamic factors governing the structural stability and phase formation are discussed via the mixing entropy, mixing enthalpy, atomic size difference, electronegativity difference and valence electron concentration, which can be beneficial to promoting the novel high entropy amorphous alloys design.