In this article, we report the formation of the high-entropy Gd20Tb20Dy20Al20M20 (M = Fe, Co and Ni) bulk metallic glasses with good magnetocaloric properties. Compared with most of the rare earth based metallic glasses, these alloys are found to have the comparably large maximum magnetic entropy changes (ΔSM), but much broader widths of the ΔSM peaks, and hence larger refrigerant capacity (RC). This can be attributed to the combination of the spin glass behaviors and the complicated compositions in these alloys. Our work show that the high entropy bulk metallic glasses is a promising candidate material as the magnetic refrigerant. •The high-entropy bulk metallic glasses with good MCE were fabricated.•The HE-BMGs show large maximum magnetic entropy changes.•The spin glass behavior makes the magnetic entropy change peaks much broader.•Their magnetic transition temperature can be tuned in a large temperature range.