This study aims to investigate the sliding wear behavior of Al0.4FeCrNiCox (x = 0, 0.25, 0.5, 1.0 mol) high-entropy alloys (HEAs) under oil lubricating conditions at room temperature. Phase and microstructural characterizations of HEAs are performed by utilizing X-ray photoelectron spectroscopy (XRD) and scanning electron microscope (SEM). The compressive yield strength of Al0.4FeCrNiCox (x = 0, 0.25, 0.5, 1.0 mol) HEAs is observed to decrease from 1169.35 to 257.63 MPa. Plastic deformation up to 75% is achieved in the case of Al0.4FeCrNiCox=1 HEA. The microhardness of HEA samples is found to decrease from 377 to 199 HV after the addition of cobalt content from x = 0 to 1.0 mol. Thermal analysis is performed using a differential scanning calorimeter. It is confirmed that Al0.4FeCrNiCox (x = 0, 0.25, 0.5, 1.0 mol) HEAs do not undergo any phase change up to 1000 °C. The specific wear rate of Al0.4FeCrNiCox=1 HEA is observed to be highest in all wear conditions. The worn surfaces were analyzed by SEM with attached energy-dispersive spectroscopy, 3D profiling, and X-ray photoelectron spectroscopy (XPS).