The alloying behavior and microstructures of the (CoCrFeNiMn)₉₀M₁₀ (M=Al, Hf) high-entropy alloy (HEA) powders fabricated by mechanical alloying were studied. The CoCrFeNiMn)₉₀Al₁₀ powders have duplex solid-solution structures. In contrast, nanocrystalline HfNi₃ anchoring in amorphous structures is found in the (CoCrFeNiMn)₉₀Hf₁₀ powders. The (CoCrFeNiMn)₉₀Al₁₀ powders show better ferromagnetic behaviors, mainly explained by the facilitated motion of the magnetic domain induced by the coherent interface between duplex phases. Combined with our previous work, the rules of forming solid-solution and amorphous phase in as-milled HEA powders are preliminarily proposed. It is found that, compared with the as-cast HEA reported previously, the variation range of mixing enthalpy with atomic size difference of the solid-solution formed in as-milled HEA powders is broader. Moreover, the variation ranges between mixing enthalpy and entropy with atomic size difference of the amorphous phase in HEA powder become wider than those of high-entropy bulk metallic glass.