Duplex microstructures were engineered in a normally single fcc phase high entropy alloy (HEA), Al0.3CoCrFeNi, comprising of intermetallic compounds embedded within soft fcc grains. These microstructures of fcc+L12, fcc+B2, fcc+L12+B2 phases were produced by varying the treatment temperature during a conventional processing route, of cold-rolling and annealing, taking advantage of the thermodynamically metastable nature of HEAs, and unique phase combinations afforded by their equiatomic composition. The presence of intermetallics at grain boundaries as well as grain interior was detected. The local stress introduced by these intermetallics during plastic deformation will affect deformation twinning and hence the strain-hardening significantly compared to single phase alloy. The dynamic mechanical response of these duplex microstructures is compared to single phased solutionized and quenched microstructure. The results from Split-Hopkinson Pressure Bar (SHPB) testing at a strain rate of 1000 1/s will be presented along with microstructural investigation via SEM, EBSD, and TEM.