•High-entropy alloys were successfully prepared by dual wire + CMT.•Combined cable wire + aluminum welding wire avoids the preparation problem of aluminum-containing combined cable wire.•Heat accumulation converts part of FCC to BCC.•The tensile strength of this high-entropy alloy exceeds 1000 MPa. In this paper, a combined cable wire (CCW) composed of 7 wires and an aluminum welding wire are simultaneously used for arc additive manufacturing of non-equimolar Al-Co-Cr-Fe-Ni high-entropy alloy. The differences in microstructure and mechanical properties of the upper, middle, and lower parts of the high-entropy alloy were systematically studied. The results show that the sample contains FCC phase and BCC phase. With the increase of distance from substrate, the heat gradually accumulates, and apart of FCC (face centered cubic) is transformed into BCC (body centered cubic) in Al-Co-Cr-Fe-Ni high-entropy alloy. The increase of BCC improves the microhardness (from 281.86HV to 310.38HV), yield strength (from 514 MPa to 656 MPa) and ultimate tensile strength (from 916 MPa to 1087 MPa).