High-entropy oxides (HEOs) are promising for energy and structural applications, yet conventional synthesis routes yield powders that require multiple post-processing steps before use. This study demonstrates single-step fabrication of a transition-metal HEO coating via axial-fed solution precursor plasma spraying (SPPS) using equimolar Co-Cu-Mg-Ni-Zn nitrate hydrates. The resulting coatings are dense, adherent, and phase-pure, exhibiting a rock-salt structure confirmed by XRD, uniform cation distribution by SEM/EDS, and oxidized cations with oxygen-vacancy signatures by XPS. Comparative analysis of different spray conditions shows that phase purity and microstructure are governed by atomization and in-flight residence time, rather than plasma energy alone. The findings establish that suitable parameter control enables complete cation mixing and rapid in-flight phase formation without post-processing. This single-step route from solution to functional coatings provides a scalable pathway for HEO manufacture, with potential applications ranging from battery electrodes to high-temperature thermal and environmental barrier coatings (TBCs/EBCs) across different HEO families.