High entropy alloys have been actively and extensively explored for about one decade. To promote a thorough understanding about this new family of metallic materials and advance their engineering applications, their responses under cyclic loading, i.e., fatigue, needs to be understood scientifically. Despite some high-cycle fatigue studies reported extraordinary fatigue strengths in these alloys, the underlying deformation and failure mechanisms endowing them with exceptional fatigue resistance are inadequately revealed and remain unsettled. In the present work, we saw a high fatigue strength in a body-centered cubic HfNbTaZrTi high entropy alloy. But, our focus is more on unveiling the relevant deformation and fatigue mechanisms that govern the fatigue excellence of this alloy, by virtue of exhaustive microscopic characterizations plus semi-quantitative analyses. The knowledge gained is also transferable and applicable, to varying extents, to understanding the fatigue behavior of other high entropy alloys.