High entropy alloy (HEA) is a novel and versatile alloy with attractive mechanical properties and simple phase structure. However, single-phase face-centered cubic (FCC) HEAs are generally quite ductile, while the ultimate tensile strength at room temperature is relatively weak. In current study, Al0.3CoCrFeNi HEA micro-fiber of 60 μm in diameter was fabricated by hot drawing. This FCC based fiber exhibits an ultimate tensile strength above 2.8 GPa at ambient temperature, which was more than five times increase to that of the as-cast ingots. Additionally, the mechanical properties of the micro-fiber improve at cryogenic temperatures. The deformation mechanism was further revealed by in-situ transmission electron microscope. It demonstrates that high density dislocations and nano-structured grains effectively strengthen the fiber.