Microstructural features across different length scales have a profound influence on the coercivity of magnetic alloys. Whereas the role of homophase boundaries on the pinning of magnetic domain walls is well established, the influence of heterophase interfaces on domain wall motion is complex and poorly understood. Here, we use state-of-the-art electron microscopy techniques to show that the magnetization reversal process in an Al0.3CoFeNi magnetic complex concentrated alloy (CCA), which is responsible for its coercivity, changes dramatically from a nucleation-type mechanism in the FCC+L12 state of the CCA, with a domain wall width of 171 nm, to a pinning type mechanism in the microstructure with colonies of FCC/L12 nanorods embedded in a BCC/B2 matrix, with a domain wall width of 35 nm. Our work reveals that heterophase FCC/BCC interfaces have a much stronger effect on coercivity than isostructural chemically ordered/disordered interfaces and provides a powerful guide to the rational design of microstructure to tune magnetic properties in both complex concentrated alloys and conventional magnetic alloys.