In recent years, high-entropy alloys have triggered broad research interests due to their unique and intriguing mechanical properties. In general, the increase in strength is accompanied by the reduction in ductility. Therefore, strong and ductile metallic materials have always been pursued by metallurgist. Heterogeneous structure has been reported to be very useful for overcoming the strength-ductility trade-off in metallic materials. In this work, typical partially recrystallized structure has been obtained in CoCrFeNiMo_0.2 high-entropy alloy by cryogenic rolling and annealing. The effect of partially recrystallized structure on the mechanical properties has been studied. After 35% cold rolling (RTR35%) and 35% cryogenic rolling (CTR35%) and annealed at 800 ℃ for 30 min, CoCrFeNiMo_0.2 high-entropy alloys developed partially recrystallization microstructures featured by coarse deformed grains and fine recrystallized grains. The yield strength of the CTR35% sample is 539.3 MPa and its elongation is 46.8%, which is similar in strength but 30% higher in elongation when compared with the RTR35% sample. This can be understood from the fact that samples rolled at cryogenic temperature showed a higher volume fraction of fine recrystallized grains, resulting in better strain hardening capability.