AlCrCoFeNi2.1-X (TiB2, MoB2, NbB2) high entropy alloy (HEA) composite coatings were fabricated on AISI304 substrate by ultra-high-speed laser-cladding. The effect of different types of boride ceramic particles on the microstructure and wear resistance of HEA coatings was investigated in detail. The results revealed that these HEA coatings were all mainly composed of FCC-type and BCC-type solid solutions, while the addition of boride ceramic particles resulted in a significant fine-grain strengthening effect and second-phase strengthening effect without changing the phase structure, which significantly improved the microhardness and wear resistance of the AlCrCoFeNi2.1 HEA coating. Among these HEA coatings, the highest hardness of AlCrCoFeNi2.1-TiB2 HEA coating was about 1.25 times as high as the AISI304 substrate and 1.12 times that of the AlCrCoFeNi2.1 HEA. The incorporation of TiB2 particles led to the lowest wear rate, exhibiting the best wear resistance. However, the wear mechanisms observed in these HEA composite coatings were found to be consistent, comprising primarily oxidative wear, adhesive wear, and abrasive wear.