In this paper, AlCoCrFeNi high-entropy alloy (HEA) particles was used as the reinforcement for aluminum matrix composites fabricated by friction stir processing. HEA particles were uniformly dispersed in the aluminum matrix. The formation of multiple intermetallic compounds and interface behavior were closely evaluated. The HEA-Al interface consisted of Al13(CoCrFeNiMg)4, Al9(CoFeNi)2 and Al18Cr2Mg3, and the interface formation and growth behavior were investigated by coupling the thermodynamics and kinetics factors. The low effective Gibbs free energy of Al13(CoCrFeNiMg)4 and Al9(CoFeNi)2 phases is the thermodynamic nature of their generation at the interface. Compared with as-received Al, the fabricated composites exhibited 16.8% higher yield strength and 28.1% higher tensile strength, and the elongation was retained to 15.3%. Both of brittle and ductile fracture characteristics were observed on the surface of the HEA particles.