The AlxCoCrFeNi (molar radio, x = 0.3, 0.6, 0.9 and 1.2) high entropy alloys (HEAs) were directionally solidified at the withdrawal rate of 150 μm/s. The effects of Al content on microstructure evolution, element segregation as well as compressive property were investigated. It was found that the increase of Al content resulted in the formation of BCC crystal structure. Meanwhile, the microstructure of AlxCoCrFeNi HEAs transformed from dendrite to equiaxed dendrite. The Al0.3CoCrFeNi HEA formed a single FCC solid solution phase, the Al0.6CoCrFeNi HEA consisted of CoFeCr-enriched FCC solid solution phase + NiAl-enriched BCC solid solution phase, the Al0.9CoCrFeNi and Al1.2CoCrFeNi HEAs were composed of NiAl-enriched B2 solid solution phase + CoFeCr-enriched BCC solid solution phase. Morphology of solid-liquid interface was coarse dendrite or typical dendrite. As the Al content increased, the compressive strain of directionally solidified AlxCoCrFeNi HEAs decreased from 21.26% to 18.05%, and the ultimate compressive strength increased first and then decreased. The improvement of strength results from crystal structure transition and solution strengthening. As the Al contents increased from 0.6 to 0.9, the crystal structure of AlxCoCrFeNi HEAs transformed from CoFeCr-enriched FCC structure + NiAl-enriched BCC structure to CoFeCr-enriched BCCstructure + NiAl-enriched B2 structure. The strain of Al0.3CoCrFeNi HEA was higher than others, and Al0.9CoCrFeNi HEA exhibited the maximum ultimate compressive strength of 2114.57 MPa.