Solid-state magnetic refrigeration, based on the magnetocaloric effect, is a promising, highly energy-efficient, and environmentally friendly cooling technology. High-entropy metallic glasses (HE-MGs) have attracted increasing interests due to their excellent magneto-caloric properties across a wide temperature range. In this work, we successfully prepared three rare-earth (RE) based HE-MGs microwires and investigated their structural and magnetocaloric properties. The Gd25Dy25Co25Al25, Tb20Gd20Dy20Co20Al20, and Ho20Gd20Dy20Co20Al20 microwires exhibit an amorphous structure with good glass forming ability. They undergo a second-order phase transition from ferromagnetic to paramagnetic states around Curie temperatures of ∼61 K, ∼63 K, and ∼ 47 K, respectively. The peak magnetic entropy change (-ΔSM) for these HE-MGs microwires range from 8.2 J kg−1 K−1 to 10.2 J kg−1 K−1 under a 5 T magnetic field change. Furthermore, the refrigeration capacities of these microwires are evaluated to be between 504 J kg−1 and 507 J kg−1 (5 T), demonstrating their exceptional cooling efficiency. Additionally, this study provides valuable insights for the further research and development of RE-containing HE-MGs, paying the way for optimized materials tailored for advanced magnetic refrigeration applications.