Supercooled CoCrFeNi high entropy alloy (HEA) with undercooling up to 300 K and mass above 100 g are fabricated using glass fluxing method. Evolution of non-equilibrium solidification microstructure with different undercoolings is described in detail by SEM, XRD and TEM. Results show that with the increasing undercooling, a typical grain refinement effect and existence of BCC structured Cr-rich phase are observed. Based on the bulk mass supercooled specimens, micro-hardness and compressive measurement at room temperature are carried out to investigate the influence of supercooling on the CoCrFeNi HEA. A strong enhancement of hardness as well as strength for the non-equilibrium solidified samples is evidenced. More importantly, even small undercooling (50 K in this paper) can enhance CoCrFeNi HEAs’ mechanical properties remarkably. The present study shows that using supercooling technique to make non-equilibrium solidified sample is an efficient method to improve the mechanical properties of HEAs. •CoCrFeNi HEA weighing about 100 g is undercooled up to 300 K.•BCC structured Cr-rich phase is observed in undercooled CoCrFeNi HEA.•Strong enhancement of hardness and strength of undercooled CoCrFeNi HEA is proved.•Supercooling method is turned to be useful to improve HEAs’ mechanical properties.