The influence of graphene layers and crystal structure types on the nanoindentation reinforcement mechanism of Al0.3CoCrFeNi high-entropy alloy/graphene (HEA/Gp) composite materials was studied using molecular dynamics (MD) simulations. The results indicate that the influence of graphene layers on composite materials is related to the position of the indenter. Before the indenter contacts the graphene layer, some dislocations are absorbed by the graphene, unable to form dislocation cells and dislocation locks to hinder the deformation of the matrix, resulting in the hardness of the composite material being lower than that of the HEA matrix. After the indentation contacts the graphene layer, dislocations can penetrate the graphene to form a high-density dislocation cell. Due to graphene's excellent deformation resistance, the composite material's load-bearing capacity is much greater than that of the HEA matrix. In addition, stress propagates along the grain boundaries in polycrystalline and twinned polycrystalline structures. Grain boundaries decrease the material strength, while twinned boundaries can refine grain size and enhance grain stability. Additionally, composite materials' elastic recovery increases first and then decreases with the increase in graphene layers and twinning. The hardness of the material shows an anomalous phenomenon about grain size following a Hall-Petch relationship. When the angle between graphene layers is 0, the stress distribution inside the material is most uniform.