Thin film catalyst, giving a different morphology, provides a significant advantage over catalyst particles for gas evolution reaction. Taking the advantages of sputter deposition, we hereby report high entropy alloy (HEA) thin film electrocatalyst for oxygen evolution reaction (OER). We investigate the catalyst characteristics not only in its as-deposited state but also during and after the OER. For comparison, unary, binary, ternary, and quaternary thin film catalysts were prepared and characterized. The surface electronic structure modification due the addition of a metal is studied experimentally and theoretically using density function theory calculation. We demonstrate that sputtered FeNiMoCrAl HEA thin film exhibits OER performance superior to all the reported HEA catalysts with exceptional electrocatalytic activity having low overpotential of 220 mV at 10 mA cm^-2, and excellent electrochemical stability at different constant current densities of 10 and 100 mA cm^-2 for 50 h. Furthermore, we have investigated the crystalline phase and microstructure transformation during the OER, which is important for the understanding of the OER mechanism provided by HEA electrocatalyst. Such finding would contribute to future catalyst design.