The present study revealed that a strong CoCrNi medium entropy alloy (MEA)/stainless steel (SS) joint could be obtained by friction welding technique with the formation of a microscale interfacial layer composed of varying degrees of the multi-principal element. A significant refinement in grain size to (∼2.8 µm) compared to the base metals (16.6 µm for MEA and 12.2 µm for SS) was observed arising from the co-occurrence of continuous and discontinuous dynamic recrystallisation where grains nucleated at triple grain boundaries, twin boundaries as well as low angle grain boundaries. A relatively strong brass texture {112} 〈110〉 appeared in the layer after recrystallisation, which was attributed to the grain growth behaviour under large deformation. The formation process of the interfacial layer from mesoscale to nanoscale was then postulated. Nanoindentation test indicated that the grains in the layer showed hardness between two base metals, but the interfacial layer demonstrated much higher yield strength (632 ± 14 MPa) and tensile strength (916 ± 4 MPa) than base metals, being higher than the relevant values reported in the literature. It was further clarified that the grain boundary strengthening mechanism rather than dislocation strengthening or solid-solution strengthening was mainly responsible for the strength enhancement.