Fully recrystallized CoCrFeMnNi high entropy alloys (HEAs) with different grain sizes ranging from 503nm to 88.9µm were fabricated by cold rolling and controlled annealing. Tensile tests were conducted at ambient temperature, and deformation microstructures were investigated using electron channeling contrast imaging (ECCI) and transmission electron microscopy (TEM) techniques. It is found that strain-hardening curves changed dramatically with grain refinement. Deformation twinning prevails when the grain size is coarse, but it is absent when the grain size falls in the ultrafine-grained (UFG) regime. The transition of twinning behavior is supposed to be determined by the increased twinning stress with grain refinement. It is indicated that the twinning behavior of the HEAs is strongly dependent on the competition between the flow stress and critical twinning stress with grain refinement.