In this study, an equiatomic CoCrFeMnNi high entropy alloy (HEA) was fabricated by a rapid solidified gas atomization process. Subsequently, the high-energy mechanical milling was carried out to further refine the microstructure of pre-alloyed powder to improve the sintering ability and strengthening of HEAs. The microscopic results show that the powder morphology significantly changed from spherical to flatten, flake, irregular, and partially spherical shape with increasing milling time. The XRD results exhibited HEA bulks consisting of major FCC and minor Cr7C3 phases. The hardness of HEA bulks increased from 270±10 Hv to 450±10 Hv with increasing milling time, while the compressive yield strength increased from 370 MPa to 1050 MPa due to grain boundary strengthening and dislocation strengthening. Meanwhile, the lowest coefficient of friction ∼0.283 and specific wear rate ∼1.03×10-5 mm3/Nm were obtained for the 60 min milled HEA due to increased surface hardness and oxidation behavior. The developed powder metallurgy approach could be considered as a promising way to improve the strength and wear resistance when compared to the conventional processed CoCrFeMnNi HEAs.