<p>The CoCrFeMnNi alloy is the one of the most extensively researched high-entropy alloys (HEAs) due to its excellent plasticity even at cryogenic temperature, but it usually displays poor tensile strength which has limited its practical application. In this work, the influence of grain-size gradient on the strength and plasticity of nano-crystalline CoCrFeMnNi HEA is investigated by means of crystal plasticity finite element method. The crystal plasticity model proposed by us based on the Hall–Petch relation and experimental data could accurately predict the mechanical response of CoCrFeMnNi alloy. The gradient nano-grained (GNG) CoCrFeMnNi HEA presents a strength–plasticity synergistic effect comparing with its homogeneous nano-grained counterpart, and that with gradient rate <i>n</i> = 1 presents an optimal strength–plasticity synergy. The negative GNG structure exhibits the same mechanical response as that of the positive GNG structure in the elastic and hardening stages, but the former has better performance in the resistance to fracture in the post-fracture stage. The fine grains in the GNG structures experience lower strain but higher stress than those of central coarse grains. The linear spatial distribution of grain size in the GNG structures displays the maximized strain and stress gradients, which results in the optimal strength–plasticity synergy.</p>