This study investigates the microstructural properties of CoCrFeMnNi high entropy alloy (HEA) oxynitride thin film. The HEA oxynitride thin film is grown by the magnetron sputtering method using nitrogen and oxygen gases. The grown CoCrFeMnNi HEA film shows a microstructure with nanocrystalline regions of 5~20 nm in the amorphous region, which is confirmed by high-resolution transmission electron microscopy (HR-TEM). From the TEM electron diffraction pattern analysis crystal structure is determined to be a face centered cubic (FCC) structure with a lattice constant of 0.491 nm, which is larger than that of CoCrFeMnNi HEA. The HEA oxynitride film shows a single phase in which constituting elements are distributed homogeneously as confirmed by element mapping using a Cs-corrected scanning TEM (STEM). Mechanical properties of the CoCrFeMnNi HEA oxynitride thin film are addressed by a nano indentation method, and a hardness of 8.13 GPa and a Young’s modulus of 157.3 GPa are obtained. The observed high hardness value is thought to be the result of hardening due to the nanocrystalline microstructure.