High-entropy alloy Al0.85CoCrFeNi was joined to TiAl alloy through vacuum diffusion bonding. The typical interfacial microstructure of Al0.85CoCrFeNi/TiAl joint was TiAl/ α2-Ti3Al + solid solution strengthened γ-TiAl / FeNi, AlNiTi / Al(Co, Ni)2Ti /Cr(Fe, Co)ss / Al0.85CoCrFeNi. The formation of Al(Co, Ni)2Ti phase and Cr(Fe, Co)ss layer was result from the diffusion of Ni and Co atoms from Al0.85CoCrFeNi into TiAl substrate and the accumulation of Fe and Cr atoms at the Al0.85CoCrFeNi side. The effects of joining temperature and holding time on the microstructure and mechanical properties of joints were revealed. The joint with the maximum shear strength of ∼70 MPa was obtained at the joining temperature of 850 °C for 1.5 h under pressure of 30 MPa. The fracture path was deflected from solid strengthened γ-TiAl layer where FeNi, AlNiTi existed to Cr(Fe, Co)ss layer.