Aluminum matrix composites (AMCs) reinforced by 1.5 and 3 wt% FeCoCrNi high-entropy alloy particles (HEAp) were obtained by a stir casting process. The AMCs strip was further prepared by room temperature rolling (RTR, 298 K) and cryorolling (CR, 77 K). The mechanical properties of the AMCs produced by RTR and CR were studied. The effect of a microstructure on mechanical properties of composites was analyzed by scanning electron microscopy (SEM). The results show that CR can greatly improve the mechanical properties of the HEAp/AMCs. Under 30% rolling reduction, the ultimate tensile strength (UTS) of the RTR 1.5 wt% HEAp/AMCs was 120.3 MPa, but it increased to 139.7 MPa in CR composites. Due to the volume shrinkage effect, the bonding ability of CR HEAp/AMCs reinforcement with Al matrix was stronger, exhibiting higher mechanical properties.