Laser additive manufactured high-entropy alloys (HEAs) have emerged as a class of structurally promising materials owing to their intrinsic engineering potential and the formation of heterogeneous microstructures across multiple length scales. Despite these advantages, the fatigue performance remains a major barrier to their reliable structural application. In this review, recent progress in understanding the fatigue behavior of laser additive manufactured HEAs was systematically assessed. Current findings indicate that the governing fatigue failure mechanism evolves from a defect-dominated regime to a microstructure-mediated regime. At the early stage of fatigue damage, premature failure is primarily controlled by the size, morphology, and interconnectivity of process-induced defects. Once cracks are initiated, their subsequent growth is further modulated by microstructural features, including lattice rotation, deformation twinning, the partitioning of high- and low-strain regions, and precipitate interfaces, all of which contribute to variations in crack propagation kinetics. Cross-system comparisons further reveal that precipitation-strengthened HEAs generally exhibit superior fatigue resistance, highlighting their particular promise for future alloy design. In light of the current limitations, future research should move beyond isolated defect mitigation or microstructural optimization and instead integrate both aspects into a unified framework for fatigue prediction and performance evaluation tailored to laser additive manufacturing. Such an approach is expected to accelerate the engineering translation of HEAs and facilitate application-driven demonstration and validation under service-relevant conditions.