In the present work, a Co-rich CoCrNiFe based high entropy alloy doped with some additional elements W, Mo, Al, Ti and Nb was designed and prepared. The heterogenous microstructure, consisting of multi-scale precipitates, fine recrystallized grains and recovered grains with high density of dislocations, was formed in the alloy by thermo-mechanical processing. Tensile yield strength of the alloy can reach as high as 2.48 GPa with ∼3.5% elongation. It was discussed that the LI2-γ′ precipitates, the high density of dislocations and grain boundaries play dominant roles in strengthening the alloy.