Magnetic properties of High-Entropy Alloys based on the Fe-Co-Ni-Al-Mn system are reported. High-Entropy Alloys are cutting-edge technological materials containing five or more elements in relatively high concentrations (5–35 at.%) within one or several solid-state solutions. These solutions are stabilized at the nanometer scale due to the high contribution of the mixing entropy to the Gibbs free energy, which can overcome the enthalpic contribution. Two magnetic alloys are found in FeCoNiAlxMnx (1.6 at.% x 7.8 at.%) samples processed by laser metal deposition. The magnetic techniques used to screen the materials were magneto-optical imaging and magnetic force microscopy. The former allows characterizing magnetic properties within the mm-μm scale, while the latter is efficient down to the nanometer scale. Magnetic screening confirms the importance of the nanostructure in defining magnetic properties of the alloys, and the trends in the magnetic behavior as a function of the alloy composition are revealed. The experimental results suggest that it is possible to form unique alloys, which may outperform conventional magnetic materials used in a variety of applications such as transformers, screening shields and wind power generators.