A direct laser deposition processing method was applied to construct compositional and microstructural AlxCoCrFeNi high entropy alloy libraries in an efficient and high-throughput manner. Among the compositions (x = 0.56 - 1.00) and quench rates (26 - 6400 K/s) studied, despite a crystal structure evolution from dual FCC+BCC to BCC/B2 phase, most of the samples form a dendritic structure, similar to cast counterparts. In addition to significant consistency in phase and microstructures of laser-processed HEAs with cast materials, by controlling laser parameters, change in feature sizes and even phase structures, which indicates a different solidification mechanism, can be achieved. Microstructure-led change in mechanical properties was also investigated. The microhardness vs. dendritic spacing follows a Hall-Petch relation. Ongoing work continues to discuss strengthening contributions for different boundaries. This study suggests that the high-throughput laser processing method is an ideal method for rapidly and efficiently evaluating multiprincipal element alloys.