Porous FeCoNiCrAlx high-entropy alloys (HEAs) with excellent resistance to high-temperature oxidation and corrosion were synthesized by a novel thermal explosion (TE) reaction. This method combines the advantages of FeCoNiCrAlx HEAs and porous intermetallic compounds as high-temperature filtration materials. The effects of Al atomic fraction on the microstructure and phase composition of FeCoNiCrAlx HEAs were studied. A comprehensive assessment of the mechanical properties, oxidation resistance, and corrosion resistance of these materials was also evaluated. The results indicate that the main phase structure of HEAs has a transition from FCC to BCC with the increase of Al addition. Meanwhile, the intermetallic compound B2 phase precipitates out of the matrix and significantly enhances the mechanical properties of FeCoNiCrAlx HEAs. Adding Al improves not only the porosity (32.05 %) and compression performance (σmax = 219.44 MPa, εmax = 2.93 %) of porous FeCoNiCrAlx but also enhances the oxidation resistance of the alloy at 1000 °C and corrosion resistance in 3.5 wt% NaCl solution. The 20 at.% Al sample (Al-20) forms a continuous Al2O3 protective film on the skeleton of porous HEAs, and the mass gain is only 3.48 % after 120 h oxidation at 1000 °C. Al-5 promotes the generation of passivation films and improves the stability of passivation films, effectively limiting the electrochemical reaction of the material.