Based on mechanical tensile experiments on the CoCrFeNi high-entropy alloy (HEA), this study explores the forming patterns of the eccentrically shaped sub-hemispherical lined explosively formed projectile (EFP) made of the HEA material. The CoCrFeNi HEA material is initially prepared, and mechanical tensile tests are conducted at various temperatures and strain rates. The Johnson–Cook (J–C) constitutive equation for this material is derived by fitting the experimental data. Scanning electron microscopy and the energy dispersive spectrometer characterize the fracture surface of the tensile specimens, providing insights into the mechanical ductility and fracture mechanism of CoCrFeNi HEA. The EFP forming process under various charge configurations is simulated using AUTODYN software, leading to the identification of the optimal charge configuration. In addition, the damage performance is evaluated. This study provides a theoretical basis for applying HEA materials in the field of shaped charges and offers new ideas and methods for designing more efficient shaped charge warheads.