Efficient oxygen evolution reaction catalysts based on earth-abundant and low-cost elements are urgently required for water splitting devices and metal-air batteries. Herein, for the first time we report a novel and promising MOx (M = Mn, Fe, Co and Ni) nanosheets catalyst for oxygen evolution reaction based on the MnFeCoNi high entropy alloy. By an electrochemical cyclic voltammetry scan activation, the MOx nanosheets can grow directly on the MnFeCoNi high entropy alloy particle surfaces forming a core-shell structure. The core-shell structure exhibits a low overpotential of 302 mV to achieve current density of 10 mA cm(-2), a small Tafel slope of 83.7 mV dec(-1) and exceptional long-term stability of electrolysis for over 20 h in 1 M KOH alkaline solution, which is comparable to the state-of-the-art oxygen evolution reaction electrocatalyst RuO2. We make an investigation of the MnFeCoNi high entropy alloy before and after cyclic voltammetry scan activation on their morphologies, chemical states and elements composition to understand the materials evolution. The present work not only provides a promising electrocatalyst but also broadens the application areas of high entropy alloys.