Graphene (Gr) reinforced high-entropy alloy (HEA) matrix composites are expected as potential candidates for next-generation structural applications in light of outstanding mechanical properties. A deep comprehension of the underlying deformation mechanisms under extreme shock loading is of paramount importance, however, remains lacking due to experimentally technical limitations in existence. In the present study, by means of nonequilibrium molecular dynamics simulations, dynamic deformation behaviors and corresponding mechanisms in equiatomic FeNiCrCoCu HEA/Gr composite systems were investigated in terms of various shock velocities. The resistance to dislocation propagation imparted by Gr was corroborated to encourage the elevated local stress level by increasing the likelihood of dislocation interplays, which facilitated the onset of twins and hexagonal close-packed (HCP) martensite laths. Meanwhile, the advent of Gr was demonstrated to endow the HEA with an additional twinning pathway that induced a structural conversion from HCP to parent face-centered cubic (FCC) inside HCP martensite laths, different from the classical one that necessitated undergoing the intermediate procedure of extrinsic stacking fault (ESF) evolution. More than that, by virtue of an increase in flow stress, the transformation-induced plasticity (TRIP) effect was validated to be additionally evoked as the predominant strain accommodation mechanism at higher strains on the one hand, but which only assisted plasticity in pure systems, and on the other hand, can also act as an auxiliary regulation mode together with the twinning-induced plasticity (TWIP) effect under intermediate strains, but with enhanced contributions relative to pure systems. One may expect that TRIP and TWIP effects promoted by introducing Gr would considerably inspire a synergistic effect between strength and ductility, contributing to the exceptional shock-resistant performance of FeNiCrCoCu HEAs under extreme regimes.