High entropy alloys (HEAs) are defined as a multi-element alloy including more than 4 elements with near equi-atomic percentage. In general, the configurational entropy of the HEAs is known to be sufficient to stabilize a single solid solution, such as body-centered cubic (BCC), face-centered cubic (FCC) and hexagonal-closed pack (HCP). Compared to BCC single-phase alloys, FCC single-phase alloys draw extensive attention because they are advantageous in manufacturing and processing. FCC-based HEAs show excellent ductility but limited strength, so many research on improving strength has been conducted. Outstanding mechanical properties with a balance of strength and ductility are rarely achieved in single-phase FCC-based HEAs. This is why most alloys for structural applications exhibit a multi-phase microstructure. In this study, we aimed to develop multi-phase FCC-based HEA with superior mechanical properties than single-phase CoCrFeMnNi HEA, via Co substitution in CoCrFeMnNi HEA by Cu, which has a high mixing enthalpy. It was found that the CuCrFeMnNi HEA is composed of two FCC phases and one BCC phase. The CuCrFeMnNi HEA was cold-rolled, and subsequently aged at 500, 700, 900 oC for 1 hour. As the annealing temperature increased, the volume fraction of the FCC phase (FCC1 + FCC2) increased and the residual stress was gradually relieved by recrystallization. Furthermore, small amount of sigma phase was formed at 900 oC. The effect of the microstructural evolution on the mechanical properties, such as hardness and tensile properties at room temperature, will be discussed.