The inverse gradient-grained CoCrFeMnNi high-entropy alloy with a desirable mechanical property that evades the strength-ductility trade-off is fabricated by the process of cold rolling and subsequent laser surface heat-treatment. Due to the gradually decayed thermal effect along with the thickness, the grain size increases from the hard core to the soft surface in terms of the inverse gradient-grained sample, which is in good consistent with the microhardness profiles. The hetero-deformation induced strengthening and strain hardening caused by the inverse gradient-grained structure improve the strength-ductility combination, as well as the high-order hierarchal nanotwins due to the enhanced interaction with dislocations. For the laser surface heat-treatment technique, the strength and ductility are significantly increased by enlarging the microhardness difference and decreasing the thermal stress. Considering the high volume fraction of gradient-grained layer and a great deal of high-order hierarchal nanotwins in the central region, the laser surface heat-treatment technique is a promising way to produce the gradient-structured materials without thickness limitation.