The high-entropy strategy has gained increasing popularity in the design of functional materials due to its four core effects. In this study, we introduce the concept of a "high-entropy magnet (HEM)", which integrates diverse magnetic compounds within a single phase and is anticipated to demonstrate unique magnetism-related properties beyond that of its individual components. This concept is exemplified in AB2-type layered Kagome intermetallic compounds (Ti,Zr,Hf,Nb,Fe)Fe2. It is revealed that the competition among individual magnetic states and the presence of magnetic Fe in originally nonmagnetic high-entropy sites lead to intricate magnetic transitions with temperature. Consequently, unusual transformations in thermal expansion property (from positive to zero, negative, and back to near zero) are observed. Specifically, a near-zero thermal expansion is achieved over a wide temperature range (10-360 K, αv = -0.62 × 10-6 K-1) in the A-site equal-atomic ratio (Ti1/5Zr1/5Hf1/5Nb1/5Fe1/5)Fe2 compound, which is associated with successive deflection of average Fe moments. The HEM strategy holds promise for discovering new functionalities in solid materials.