Abstract: A high-entropy alloy-ceramic gradient composite of TiC-TiB₂/75vol% Al_0.3CoCrFeNi was successfully prepared by combustion synthesis under an ultra-high gravity field, which is a low-cost method with high efficiency. The ceramic particles were gradient distributed in the Al_0.3CoCrFeNi matrix, and the hardness of the composite material gradually decreased along the thickness direction. The anti-penetration performance of the gradient composites was simulated using the ANSYS/LS-DYNA explicit simulation program. The results demonstrate that the distribution of the ceramic particles strongly affected the mechanical properties and the anti-penetration performance of the composites. With the same total ceramic volume fraction, the gradient composites exhibit better anti-penetration performance than the corresponding ceramic-metal interlayer composites. The more uneven the ceramic distribution, the greater the elastic modulus and yield stress of the surface layer and, thus, the better the anti-penetration performance.