A novel equiatomic FeCoCrMnW-based High Entropy Alloy system has been designed with the help of well-established thermodynamic parameters as well as a unique learning strategy based on multi-criteria decision-making tool named ‘TOPSIS’. The present study describes the effect of W addition on as-cast FeCoCrMnWx HEAs on their phase identities and mechanical properties. The results showed that the as-cast FeCoCrMnWx (molar ratio x = 0.2, 0.4, 0.6, 0.8, 1) HEAs were composed of BCC, FCC and several minor Fe–Cr and Co–Cr type σ phases. Transmission Electron Microscopy (TEM) analysis confirms the formation of potentially-embrittling intermetallic phases in minor amounts. The designed HEAs exhibit desirable compressive fracture strength of 1771 MPa and compressive plasticity of 17.1% at room temperature. Hike in Vickers microhardness and compressive strength values could be attributed to a large atomic radius of ‘W’ which further plays a crucial role in grain refinement and solid solution strengthening. This work not only provides advancement in decision making studies of HEAs with new and essential perspectives but also reveals possibly concealed relationships amongst some critical belief in the field of material science.