In recent years, high entropy oxide (HEO) thin films have attracted significant attention due to their exceptional physical, chemical and mechanical properties. Concurrently, pulsed laser deposition (PLD) has emerged as a prominent technique for thin film fabrication, especially for the ceramic materials. This study focuses on the synthesis of (HfNbTaTiZr)Ox thin films on silicon substrates, which was conducted by a 248 nm laser ablation on a high entropy alloy target of HfNbTaTiZr in a high vacuum chamber. A comprehensive suite of analytical techniques was employed to assess the films' morphological characteristics, chemical composition, microstructural, optical and mechanical properties. Morphological analysis conducted through scanning electron microscopy and atomic force microscopy revealed an ultra-smooth and uniform surfaces of thin films. X-ray photoelectron spectroscopy provided detailed insights into the films' chemical state, confirming the oxide layer with five elements of Hf, Nb, Ta, Ti and Zr, namely (HfNbTaTiZr)Ox. Moreover, post-annealing process at different temperatures was carried out for the amorphous (HfNbTaTiZr)Ox film. The microstructures of (HfNbTaTiZr)Ox thin films were investigated by X-ray diffraction and transmission electron microscopy. The surface morphology and phase transformation of (HfNbTaTiZr)Ox thin films were observed after annealing from 700 to 850 °C. Finally, their optical and mechanical properties of (HfNbTaTiZr)Ox thin films, were analyzed by spectroscopic ellipsometry and nanoindentation test, respectively. In this report, we have first illustrated an advanced PLD approach to fabricate an ultra-smooth HEO thin film of (HfNbTaTiZr)Ox, which could be a potential functional material for a wide range of applications.