High-entropy alloys (HEAs) are alloys that contain multiple principal elements, each in the range of 5–35%. HEAs exhibit excellent properties, however, even with conventional trial-and-error, high-throughput experimentation, and computational materials approaches, exploring their vast compositional space remains highly challenging. Accordingly, data-driven machine learning and generative-model-based inverse design methods are increasingly essential. In this study, we propose a generative-model-enabled HEA inverse design framework aimed at improving ultimate tensile strength (UTS). We first compiled 501 HEA data points from published literature and performed statistical analyses to understand their characteristics. Next, we tuned the hyperparameters of XGBoost and random forest (RF) models via Bayesian optimization, compared their performance with that of a deep neural network (DNN), and selected XGBoost as the optimal predictive model. In the subsequent stage, we trained a PyTorch-based variational autoencoder (VAE) on data from regions of the latent space associated with high-UTS probability. We randomly sampled 1,000 latent vectors, decoded them to generate candidate alloy compositions, and evaluated these candidates using the optimized XGB model. Finally, Shapley additive explanations (SHAP) interpretability analysis and a network plot were used to quantify the contributions and interactions of each feature variable, thereby assessing the physical plausibility of the model-suggested compositions.