Ultra-precision machining and forming of metallic materials is of great significance in the fields of catalysts, sensors, and biomedical devices. In present work, the multi-scale cold embossing of CoCrFeNiMn high entropy alloy (HEA) with structures ranging from macro-scale to nano-scale was investigated at room temperature. In less 7 s, the macro patterns, the shapes of Arabic numerals, 5 μm wide gratings, 30 μm diameter hemispherical arrays, and ∼270 nm nanowires were formed rapidly. The highest replication of the HEA cold embossing was up to 98%. A series of slip bands were detected in the cold embossed HEA structures, which can accommodate more dislocations and facilitate the plastic deformation process. Moreover, dislocation pile-up and large angular rotation within grains are observed in the deformation areas, which is favorable to contain dislocation cells, leading to grain refinement and an increase in hardness. In addition, the multi-scale HEA can be used as a high-temperature resistant mold for forming thermoplastic materials such as plastics and metallic glasses at temperatures up to 900 °C. Our researches provide candidate materials and novel methods for the facile preparation and various applications of hyperfine structures.