Abstract: FeCoCrNiMn high entropy alloy (HEA) was welded to ASTM AZ31 alloy at different rotation speeds by using friction stir lap welding (FSLW) technology. The mechanical properties of joints were evaluated through tensile shear tests. Various characterization techniques were applied to investigate the effect of rotation speed on the forming of the AZ31/FeCoCrNiMn joints and the tensile shear fracture characteristics. The results indicate that as the rotation speed increases from 1 300 r/min to 1 600 r/min, the effective load-bearing thickness of the upper plate on the advancing side and retreating side of the AZ31/FeCoCrNiMn joint decreases from 4 372 μm and 4 268 μm to 3 815 μm and 3 802 μm, respectively. At the same time, the number of HEA particles distributed in the stirring zone on the Mg side gradually increases after being stirred and crushed. As a result, the joint’s performance and fracture mode are altered. With the rotation speed ranging from 1 300 r/min to 1 500 r/min, the AZ31/FeCoCrNiMn joint fractures near the interface. A considerable amount of AZ31 residues is on the fracture surface of the HEA side, indicating that the fracture part is inside the AZ31. At this moment, the joint exhibits excellent mechanical properties, with the maximum tensile shear strength reaching 108.3 MPa, corresponding to 83.4% of that of the AZ31 base material. At the rotation speed of 1 600 r/min, the fracture extends upward from the tip of the hook structure and propagates through the AZ31 plate. HEA residue particles are on the fracture surface, suggesting that these particles provide a route for crack propagation. Consequently, the joint exhibits poor properties with a maximum tensile shear strength of only 57.5 MPa.