In this work, Ti-10V-2Fe-3Al alloy was selected as the test material, and the shot peening process of a CoCrFeNiAlx system high-entropy alloy was simulated based on effective test conditions, and the effects of dry shot peening and wet shot peening on the surface properties were determined. Preliminary simulation results the surface of the test sample display a clear plastic deformation state that gradually diminishes and shifts towards the outermost layer. The stress transfer of the test sample gradually decreases, showing a gradient change, and the twin density also shows a random sample change. Then, the high-entropy alloy shot peening process was optimized, and the best process parameters were determined by analyzing the microhardness data, depth of action layer, and surface state. It was found that after wet shot peening, a new characteristic peak is generated, and with the increase in the size of the shot, its overall kinetic energy becomes increasingly higher, the strain energy of the material surface becomes increasingly higher, and the grain refinement is relatively high. This work provides a new approach to investigating the issues that are present during the shot peening process of CoCrFeNiAlx system high-entropy alloys.