The concept of multicomponent magnetic high-entropy alloys (HEA) opens up great opportunities for controlling various properties in such materials. Previously, soft magnetic HEAs have been developed with a unique combination of magnetic and mechanical properties. This work is focused on the study of the possibility of obtaining a magnetic multicomponent alloy for high-frequency applications. As a result, using mechanical synthesis, an alloy FeNiCoAl0.4Mo0.1Si0.4B0.1 was fabricated, which in its pure form has an acceptable level of soft magnetic properties and a high resonant frequency of about 600 kHz. Soft magnetic composite material prepared based on this powder with the addition of 4 wt% of resin has a resonant frequency of over 100 MHz.