High-entropy alloy particles (HEAPs) can markedly enhance the mechanical properties of metal matrix composites (MMCs). In this study, AA5083/Al 0.5 CoCrFeNi HEAPs MMCs with different HEAPs contents (0, 1, and 3 wt%) were prepared via a stir-casting, and then these MMCs sheets were hot rolled (573 K) and cryorolled (77 K), respectively. The mechanical properties of the MMCs sheets were measured by tensile testing and microhardness test. Additionally, their microstructures were analyzed by scanning electron microscopy and transmission electron microscopy. Results revealed that the ultimate tensile strength (UTS) of the as-cast AA5083/Al 0.5 CoCrFeNi HEAPs MMCs were improved from 203 to 257 MPa by adding 3 wt% HEAPs. And the mechanical properties of the MMCs sheets were improved after cryorolling. After cryorolling with 50% rolling reduction ratio, the MMCs with 1 wt% HEAPs had an UTS of 382 MPa, which was 1.9 times that of the MMCs before rolling. Finally, the strengthening mechanisms of HEAPs and cryorolling on the AA5083/HEAPs MMCs were discussed.