The excellent cryogenic tensile properties of the CrMnFeCoNi alloy are generally caused by deformation twinning, which is difficult to achieve at room temperature because of insufficient stress for twinning. Here, we induced twinning at room temperature to improve the cryogenic tensile properties of the CrMnFeCoNi alloy. Considering grain size effects on the critical stress for twinning, twins were readily formed in the coarse microstructure by cold rolling without grain refinement by hot rolling. These twins were retained by partial recrystallization and played an important role in improving strength, allowing yield strengths approaching 1 GPa. The persistent elongation up to 46% as well as the tensile strength of 1.3 GPa are attributed to additional twinning in both recrystallized and non-recrystallization regions. Our results demonstrate that non-recrystallized grains, which are generally avoided in conventional alloys because of their deleterious effect on ductility, can be useful in achieving high-strength high-entropy alloys.