Co₃₀Cr₃₀(FeNi)_40-xW_x (x=0-8 at.%, simplified as HW0-HW8, respectively) high entropy alloys (HEAs) were fabricated by vacuum arc-melting. The microstructure and tensile properties of as-cast and as-annealed alloys were investigated. The results show that HW2 and HW4 have a single FCC phase. The fine and granular μ phase is dispersed in FCC matrix and the area fraction increases with the increase of W content and annealing temperature. The soft FCC matrix and hard μ phase constitute the heterostructure with strain incompatibility. With the increase of W content from 0 to 8 at.%, the yield strength and tensile strength increase from 278 and 629 MPa to 530 and 839 MPa, respectively. The strain maintains 33%. The as-annealed HW8 exhibits superior yield strength (810 MPa) and tensile strength (1087 MPa). The yield strength improvement is attributed to solid-solution, precipitate, and back stress strengthening. Back stress strengthening plays a dominant role in improving tensile strength and plasticity by inducing high hardening behavior in heterogeneous structures.