Developing　high-performance　metallic　materials　with　high　yield　strength　and　excellent　ductility　is　important　for　various　applications,　such　as　automobiles,　power　plants,　and　aerospace　industries.　However,　conventional　alloys　typically　exhibit　a　trade-off　between　strength　and　ductility,　making　it　difficult　to　develop　materials　that　are　both　strong　and　ductile.　In　this　study,　we　report　that　a　cast　Co-Cr-Fe-Ni-Al　alloy　can　achieve　a　high　room　temperature　yield　strength　of　up　to　500　MPa,　which　is　twice　that　of　conventional　high-entropy　alloys　(HEAs)　with　face-　centered　cubic　structures,　with　a　tensile　strain　of　29　%.　After　thermomechanical　treatment,　the　alloy　exhibits　even　better　synergy　of　strength　and　ductility,　with　a　yield　strength　of　900　MPa　and　30　%　elongation.　These　exceptional　mechanical　properties　are　conferred　by　a　multiscale　hierarchical　heterostructure,　which　was　introduced　through　careful　control　of　the　alloy　composition　using　a　negative　enthalpy　alloy　design　strategy.　The　heterostructure　ranges　from　the　micrometer　to　sub-micrometer　and　nanometer　scales.　This　multiscale　hierarchical　structure　acts　as　a　continuous　impediment　to　dislocation　motion,　greatly　increasing　strength,　and　facilitating　hetero-deformation　induced　hardening　via　strain　partitioning,　resulting　in　sustained　ultrahigh　strain　hardening.　Importantly,　multiscale　hierarchical　heterostructures　facilitate　coordinated　plastic　deformation　and　multiple　plastic　deformation　mechanisms,　and　stress　concentration　relieving,　and　play　important　roles　in　improving　ductility.　This　work　reveals　the　effect　of　different　types　(and　scales)　of　heterogeneities　on　the　deformation　mechanism　of　HEAs　and　opens　new　perspectives　for　constructing　heterostructures,　which　serve　as　a　new　design　approach　for　high　strength　and　excellent　ductility　by　using　a　negative　enthalpy　alloy　design　strategy.