By using split-Hopkinson pressure bar, scanning electron microscope and transmission electron microscope, the influence of strain rate on mechanical behavior of the as-cast CoCrFeNiNb_0.5 high-entropy alloy (HEA) consisting of hexagonal close-packed (HCP) pro-eutectic phase and eutectic structure (HCP laminate and face-centered cubic (FCC) laminate) was investigated. As the strain rate increases from 1×10^-4 to 6×10³ s^-1, it is found that yield strength does not increase evidently and that fracture strain drops drastically. Quasi-static deformation mechanism of HCP laminate is the multiplication of tangled dislocation. However, the dynamic deformation mechanism of HCP laminate is shearing. Shearing may lead to the formation of the micro-crack at low compression strain of 0.1. Since the number of the micro-crack increases rapidly with the increase of dynamic compression strain, the avalanche fracture of HEA, which is caused by the covalence of micro-crack evolved from the shearing of HCP laminate, occurred, contributing to the dynamic compressive embrittlement.