The present study comprehensively elucidates the nanoindentation response of graphene-coated Al0.3CoCrFeNi high-entropy alloy (HEA), by investigating the underlying mechanism of dislocation nucleation and propagation on the atomic level. In this regard, a series of molecular dynamics (MD) simulation of nano-indentation is performed over various configurations of pristine and graphene coated Al0.3CoCrFeNi HEA substrates. To begin with, the MD simulation-derived Young's modulus (158.74 GPa) and hardness (13.75 GPa) of the Al0.3CoCrFeNi HEA is validated against the existing literature to establish the credibility of the utilized simulation method. The post-indentation deformation mechanism of pristine Al0.3CoCrFeNi HEA is further investigated by varying substrate size, indenter size, and indentation rate, and the materials behaviour is evaluated based on functional responses such as Young's modulus, hardness, and dislocation density, etc. In the following stage, graphene coated Al0.3CoCrFeNi HEA is nano-indented, resulting in much greater indentation forces compared to pure HEA substrates, indicating higher surface hardness (two-fold increase when compared to pristine HEA). The underlying deformation mechanism demonstrated that inducing graphene coating results in increased dislocation density and a more extensive, entangled dislocation network within the HEA substrate, which leads to strain-hardening. The combination of increased hardness, enhanced strain hardening, and prevention of pile-up effects suggests that Gr-coated HEA substrates have the potential to serve as surface-strengthening materials. The scientific contribution of this study involves extensively unveiling the deformation mechanism of graphene coated Al0.3CoCrFeNi HEA substrate on the atomic scale, which will pave the way for a bottom-up approach to developing graphene coated engineered surfaces.