The as-cast Al_0.3CoCrFeNi high-entropy alloy (HEA) surface was treated by pulsed laser at four different powers (150, 250, 350, 450 W). According to the positions relative to the laser source, HEA structure could be transformed into three parts: the center of laser-affected zone with the cellular structure, the edge of laser-affected zone with the banded cellular structure along the grain boundary, and the unaffected area with original grains. Attributed to the rapid melting and solidification induced by pulsed laser, the cellular structure can be observed in all specimens processed at different powers. Additionally, the long cellular structures can be observed in the edge of the laser-affected zone. Then the specimens after pulsed laser surface treatment were annealed at 660 and 800 °C for 2 h, which leads to the precipitations along the boundaries of the cellular structure. The hardness test results show that the combined method of pulsed laser surface treatment with heat treatment improves the hardness of Al_0.3CoCrFeNi HEA remarkably.