High entropy alloys (HEAs) have been a new-type of structural materials, which show good performance in various extreme conditions. In the present study, we systematically investigated the high temperature deformation behavior of as-cast CoCrFeNiW0.2 HEA under different temperatures from 298 to 1173 K and various strain rate of 1 × 10−4 s−1 to 5 × 10−3 s−1. An obvious temperature dependence of yield strength can be found with a remarkable decrease from 362 MPa at 298 K to 119 MPa at 1173 K. The normal Portevin–Le Chatelier (PLC) effect was presented in the intermediate temperature range of 673 K to 1073 K, the serrated flow transformed in the sequence of A → A + B → A + C → B + C → C with the increasing temperature, which is caused by dynamic strain aging (DSA). W atoms played an important role in the interaction between solute atoms and dislocations. Fractography analysis suggests the failure mode transition from transgranular fracture to intergranular fracture. Electron backscatter diffraction (EBSD) demonstrates that the high temperature deformation mechanism of the HEA is dominated by dynamic recovery (DRV). Additionally, transmission electron microscopy (TEM) was performed to observe the dislocation configurations and the interaction between dislocations and μ phase precipitates at various temperatures, and these results further identify the high temperature deformation mechanism. To summarize, this study indicates the proposed HEA has excellent high temperature mechanical properties and a wide range of potential applications in many fields.