CoCrFeMnNi high-entropy alloy (HEA) has a high degree of thermodynamic stability and excellent ductility, making it a crucial structural material. However, the plastic deformation and microstructural behavior of gradient grain structured CoCrFeMnNi HEA under cutting remain unclear. In this study, the machining properties of gradient nanostructured CoCrFeMnNi HEA under conventional cutting were investigated by molecular dynamics (MD) simulation. The results displayed that the small grain gradient samples exhibited grain size softening. The shear angle and cutting ratio increased with the increase in the grain gradient. The grain boundaries of the low grain gradient samples were damaged and slid during the cutting process. Moreover, the dislocation density increased with the increasing grain gradient. The multi-dislocation nodes and the Lomer-Cottrell junction were produced in the grain coarsening gradient samples, contributing to work hardening. The cutting forces from low to high cutting velocities were 136.70, 147.91, 165.82, and 164.79 nN, which confirmed that the cutting forces increased with increased cutting velocity. This work elucidated the cutting mechanism of the nanostructured CoCrFeMnNi HEA and highlighted the influence of the gradient grain sizes.