Due to their unique microstructures and chemical compositions, high-entropy alloys (HEAs) exhibit remarkable mechanical properties, such as high strength, excellent ductility and good thermal stability. However, to date, there have been limited studies on the dynamic behaviors of HEAs. Here, we systemically investigated the mechanical behaviors and deformation mechanisms of CoCrFeNi HEAs and their connections under dynamic loading by combining mechanical tests and molecular dynamics simulations. Compressive testing on polycrystalline CoCrFeNi HEA samples at different strain rates showed that both yield and flow stresses increase with strain rate and exhibit a significant strain rate sensitivity due to solid solution strengthening and lattice distortion of the HEA. The strain rate sensitivity of the CoCrFeNi HEA transitions from 0.010 at low strain rates (5.0×10−5–2.5×103 s−1) to 0.333 at high strain rates (2.5×103–6.5×103 s−1). Large-scale molecular dynamics simulations further revealed that this transition is related to the plastic deformation mechanism transition from dislocation nucleation and slip at low strain rates to massive dislocation nucleation and drag at high strain rates. Furthermore, the CoCrFeNi HEA exhibited a remarkable strain-hardening capability at high strain rates, which originated from the formation of primary and secondary nanoscale twins and twin-twin and twin-dislocation interactions. Our current study sheds light on the plastic deformation mechanisms of HEAs under dynamic loading, providing guidance for the design and fabrication of HEAs with excellent dynamic mechanical properties.