Abstract: High-entropy amorphous soft magnetic alloys integrate the multi-principal-element design with the advantages of amorphous structures, overcoming the traditional trade-offs between “strength and plasticity” and between “high saturation magnetization and low coercivity” in soft magnetic materials. The research progress of high-entropy amorphous soft magnetic alloys was systematically reviews in this paper, focusing on the application of ordering regulation strategies in constructing amorphous-nanocrystalline transition structures. The development history and theoretical foundations was outlined, and the composition design principles were summarized, including the optimization of Fe, Co, and Ni ratios to maximize local magnetic moments, the use of metalloids B and Si to tune glass-forming ability and magnetostriction, and the role of trace elements (Cr, Mo, Nb, and V) in controlling nanocrystal precipitation and improving corrosion resistance. Finally, the FeCoNi-based alloys, one-step fiber fabrication, and additive manufacturing techniques were reviewed, and the future directions were discussed, including machine learning-assisted design, precise microstructural control, and industrial applications.