Plate impact experiments are conducted on high-entropy alloy Al0.3CoCrFeNi with different microstructures to investigate the effects of grain size, precipitates and heterogeneous structure on dynamic response. Free surface velocity histories are obtained. All initial and postmortem samples are characterized with transmission electron microscopy and electron backscatter diffraction. Nanoscale L12 precipitates result in a considerable increase in dynamic yield stress. Spall strength is higher for the heterogeneous structure, the large grain size (200 μm) and small grain size (63 μm) with L12 precipitates by ∼4%, 19% and 10% than for the small grain size (77 μm) without precipitates. After shock compression, dislocation slip, stacking faults, the Lomer-Cottrell locks and nanotwins are found in the samples without the L12 precipitates. L12 precipitates increase the energy barrier and inhibit deformation twinning. Spall damage is ductile in Al0.3CoCrFeNi. For the homogeneous structures, intragranular voids are predominant. Voids are preferentially distributed in the fine-grain domains or at the fine-grain–coarse-grain domain boundaries of the heterogeneous structure.