Al0.1CoCrFeNi high-entropy alloy (HEA) was synthesized successfully from elemental powders by mechanical alloying (MA) and subsequent consolidation by spark plasma sintering (SPS). The alloying behavior, microstructure, and mechanical properties of the HEA were assessed using X-ray diffraction, electron microscope, hardness, and compression tests. MA of the elemental powders for 8 h has resulted in a two-phased microstructure: α-fcc and β-bcc phases. On the other hand, the consolidated bulk Al0.1CoCrFeNi-HEA sample reveals the presence of α-fcc and Cr23C6 phases. The metastable β-bcc transforms into a stable α-fcc during the SPS process due to the supply of thermal energy. The hardness of the consolidated bulk HEA samples is found to be 370 ± 50 HV0.5, and the yield and ultimate compressive strengths are found to be 1420 and 1600 MPa, respectively. Such high strength in the Al0.1CoCrFeNi HEA is attributed to the grain refinement strengthening.