The AlWMoTiCr refractory high-entropy alloy system shows great potential for application in next-generation aerospace engines. However, the significant melting point differences among the various elements (broad melting range) often lead to compositional segregation during traditional fabrication methods, which limits the research and application of this alloy system. This study innovatively proposes a solution to this fabrication challenge by utilizing a high-power magnetic sputtering discharge method within a cylindric sputter cathode to firstly ionize and mix the elements, followed by deposition. The results indicate that the AlWMoTiCr high-entropy alloy produced by this method can effectively avoid compositional segregation and the precipitation of new phases. The fabricated AlWMoTiCr high-entropy alloy consists of equiaxed nanocrystals and an amorphous phase. This alloy system exhibits excellent mechanical properties, with a hardness of up to 4000 HV, and demonstrates outstanding high-temperature stability, maintaining the size stability of the nanocrystals at 1000 °C, indicating a broad range of application prospects.