Eutectic ceramics with exceptional hardness, elevated Young’s modulus, and impressive fracture toughness have become indispensable materials for various demanding industrial applications in extreme environments. In this work, in-situ synthesis of high-entropy Al₂O₃/(Y_0.2Eu_0.2Er_0.2Yb_0.2Lu_0.2)₃Al₅O₁₂/ZrO₂ ceramics was successfully achieved with one-step slurry-based laser powder bed fusion (LPBF). The phase formation, microstructure morphologies, phase distribution, crystallographic characteristics, and mechanical properties were systematically investigated. The typical microstructure of a shell–core architecture resembling cell-like features consists of both crystalline and amorphous phases. The selective aggregation of constituents is the combined outcome of solute exclusion and convective transport mechanisms. The crystallographic orientation relationships inside the shell may include $[\overline{1}10]$ZrO₂// $[111]$RE₃Al₅O₁₂ and $(2\overline{1}\overline{1})$RE₃Al₅O₁₂// $(11\overline{1})$ZrO₂. During the rapid cooling of LPBF, the amorphous phase is an intermediate metastable product of crystal structure adjustment (REAlO₃, RE₄Al₂O₉ → amorphous phase → RE₃Al₅O₁₂). Owing to the slower diffusion rate and higher transition energy threshold of Eu elements, more Eu elements are retained in the amorphous phase. Structural analysis indicates that the remarkable mechanical properties can be attributed to several factors, including the significant dissociation energy, strong cationic field, and stress transfer among Al₂O₃, RE₃Al₅O₁₂, ZrO₂, and the amorphous phase. Additionally, the cocktail effect and plastic deformation mechanism of the high-entropy shell contribute to these properties.