CoCrFeNiX (X=Mn, Cu) high entropy alloys (HEAs) were prepared by powder metallurgy. The effects of milling time and milling speed on the microstructures and properties of CoCrFeNiX (X=Mn, Cu) HEAs were studied. The results show that at high rotational speed, the particle size of the HEA powders is refined and is tended to be uniform, and obvious solid solution phenomenon occurs; the microstructure of CoCrFeNiMn HEA is mainly composed of BCC solid solution, FCC solid solution and CoNiCr intermetallic compound; with the increase of ball milling time, Cr-rich phase and CoNiCr compound decrease. The microstructure of CoCrFeNiCu HEA is mainly composed of BCC solid solution and FCC solid solution; with the increase of ball milling time, Ni-rich FCC solid solution is gradually replaced by Co-rich and Ni-rich FCC solid solution. CoCrFeNiMn and CoCrFeNiCu HEAs have higher compressive strength, compression ratio and hardness, and they are 1300 Mpa and 1100 Mpa, 34% and 33%, 400 HV and 350 HV, respectively; The friction coefficient curve of CoCrFeNiMn HEA is more stable than that of CoCrFeNiCu HEA.