High entropy oxides (HEOs) with 5 or more cations in equimolar proportions that result in a phase-pure material, are a new class of materials attracting a lot of attention in recent years. HEOs exhibit interesting optical, electrochemical, magnetic and catalytic properties. To get a comprehensive understanding of the physics behind the complex interactions taking place in these materials, it is important to evaluate the material in (near-fully) dense forms, such as pellets or thin films. The fluorite structured high entropy oxide, (CeLaSmPrY)O2−x has been investigated only in the powder form and there are no studies on the dense form of fluorite (CeLaSmPrY)O2−x. One of the main reasons is that (CeLaSmPrY)O2−x undergoes a structural transition from fluorite to bixbyite (at 1000 °C) and typically temperatures above the transition (>1200 °C) are required for achieving high densities via conventional sintering. In this study, we synthesize dense films of fluorite structured (CeLaSmPrY)O2−x by sol-gel as well as pulsed laser deposition processes. The films synthesized via sol-gel process exhibit equiaxed grains and polycrystalline morphology, whereas columnar and epitaxial films are obtained using pulsed laser deposition. Thus, microstructural tuning of dense fluorite (CeLaSmPrY)O2−x films has been demonstrated while maintaining the basic characteristics of the HEO as observed in the powder form, therefore, paving the way towards more comprehensive studies for possible applications.