Improving the comprehensive mechanical properties of metallic materials has attracted great attentions. Here, FeCoCrNiMn high entropy alloy composite with combined high strength and toughness was fabricated by selective laser melting. The intriguing finding is that two different high entropy phases in addition to amorphous phase were detected at the high-entropy alloy and metallic glass interfacial region. With increasing the fraction of Fe-based metallic glass, the composite exhibited enhanced strength above 1000 MPa and excellent fracture toughness over 100 MPa m1/2, demonstrating potential engineering applications. The above scenario is fundamentally understood according to the high mixing entropy and sluggish effects, as well as the little atomic size difference that facilitates the generation of new high entropy phase. The combined high strength and toughness of the composite is well understood in terms of the dispersion strengthening.