Alloy powders with dual-phase nanocrystal (NC) and nanoglass (NG) have received much attention due to its small coercive force and high permeability, but the preparation of dual-phase high entropy alloy powders (HEAPs) simultaneously with larger aspect ratio constitute a great difficulty in microwave absorbing domain. Here, a new concept has been devised to tune the crystallinity of microwave absorber by regulating the phase proportion of milling precursor. A combination technology containing melting, strip casting, and milling has been adopted to prepare a serious of FeCoNiSixAl0.4 HEAPs to verify its correctness. Selective phase transition occurs in dry-milling process, generating various unique microstructures - NCs, NGs, and NGs embedding in NC grain. Besides, BCC phase content of HEAPs can be controlled by the amount of added ethanol. A less coercive force, increasing from 14.05 Oe (C0.1) to 23.43 Oe (C0.5), and a large magnetic permeability, varying from 2.41 (C0.5) to 2.80 (C0.3) at 1 GHz, can be obtained.