While mechanical properties, such as tensile fracture strength and ductility, as a function of microstructure have been previously explored in Al0.3CoCrFeNi high entropy alloy, few studies have examined the workability of this HEA system and, specifically, no detailed study relating structure and properties during different extents of cold work. In this study, an Al0.3CoCrFeNi HEA is cold worked to 99.49% reduction in thickness. Starting from an Al0.3CoCrFeNi HEA an annealed billet of 6.67 × 3.26 mm2 in dimensions, the sample was cold rolled to a rod with diameter of 1 mm. The rod was then cold drawn to a wire with a diameter of 375 μm. Cold working beyond 375 μm resulted in cracking. The Al0.3CoCrFeNi HEA samples throughout the cold working process were characterized using scanning electron microscopy (SEM) with energy dispersive spectroscopy (EDS), Vickers hardness testing, and synchrotron radiation X-ray diffraction.