High-entropy alloys (HEAs), composed of multiple constituent elements with concentrations ranging from 5% to 35%, have been considered ideal solid solution of multi-principal elements. However, recent experimental and computational studies have demonstrated that complex enthalpic interactions among constituents lead to a wide variety of local chemical ordering (LCO) at lower temperatures. HEAs containing Cu typically decompose by forming of Cu-rich phases during annealing, thus affecting mechanical properties. In this study, CuNiCoFe HEA was chosen as a model with a tendency for Cu segregation at low temperatures. The formation of LCO and its impact on the deformation behaviors in the single-crystalline CuNiCoFe HEA were studied via molecular dynamics simulations. Our results demonstrate that CuNiCoFe HEA decomposes by Cu clustering, in agreement with prior experimental and computational studies, owing to insufficient configuration entropy to compete against the mixing enthalpy at lower temperatures. A softening in ultimate stress in the LCO models was observed compared to the random solid solution models. The softening is due to the lower unstable stacking fault energy, which determines the nucleation event of dislocations, thereby rationalizing the dislocation nucleation in the Cu-rich regions and the softening of the overall ultimate strength in the LCO models. Additionally, the inhomogeneous FCC-BCC transformation is closely associated with concentration inhomogeneity. CuNiCoFe HEA with LCO can be regarded as composites, consisting of clusters with different properties. Consequently, concentration inhomogeneity induced by LCO profoundly impacts the mechanical properties and deformation behaviors of the HEA. This study provides insights into the effect of LCO on the mechanical properties of CuNiCoFe HEAs, which is crucial for developing HEAs with tailored properties for specific applications.