Ballistic impact experiments are conducted on a CrMnFeCoNi high-entropy alloy (HEA) using spherical steel projectiles, to investigate the penetration behavior in a wide range of impact velocities (∼800 to 2300 m s−1). Penetration processes are captured by high-speed camera. Postmortem samples are characterized via three-dimensional laser scanning, scanning electron microscopy, electron backscatter diffraction, transmission electron microscopy and microhardness tests. Both depth and diameter of impact crater show a nearly linear increase with increasing impact velocity. Penetration induces increased hardness; hardness is the same near the crater bottom and the sidewall, and the peak hardness (∼400 Hv1.0) is independent of impact velocity. The penetration-induced hardening is caused by multiple deformation defects including dislocations, twins and kink bands (KBs). Quantitative analysis further reveals that KB boundaries have a 5–50° misorientation angle, and their density decreases with increasing misorientation angle. KB boundary density is higher near the crater bottom than near the crater sidewall, while this trend is inverse for twinning boundary density. A finite element method model based on measured static and dynamic mechanical properties reproduces experimental observations and is used for interpreting deformation mechanisms.