This paper is one of the first studies focusing on phase and microstructure formation mechanisms during reactive sintering of AlxCoCrFeNi (x = 0.3, 1) high entropy alloys (HEAs). The alloys have been prepared by mechanical activation followed by spark plasma sintering (SPS). Both powders are subjected to gluing to the milling vials and the phenomenon intensifies with Al content, resulting in a more important mechanical alloying delay for the equiatomic composition. The temperature influence on phase and microstructure formation was investigated by SPS from 550 to 1100 °C. Al0.3CoCrFeNi reactive sintering led to a face-centered cubic (FCC) solid solution with a grain size around hundreds of nanometers with nanometric intergranular B2 precipitates which content and size reduced with the temperature increase. Grain growth was observed at prior particle boundaries due to dynamic recrystallization, a phenomenon that can be controlled through modification of the milling and sintering steps, leading thus to tailored grain sizes. For the AlCoCrFeNi composition, temperature increase favors secondary FCC formation and leads to sigma phase precipitation. A dual homogeneous-heterogeneous microstructure is obtained due to the important gluing leading to insufficient milling. The dynamic recrystallization at prior particle boundaries promotes also body-centered cubic (BCC) to FCC phase transition. Therefore, the proposed reactive sintering route allows to obtain, for the equiatomic composition, alloys exhibiting very fine microstructures, with higher FCC fraction content than by conventional metallurgy processes.