We report on the effective and back stresses evolution of a CoCrFeMnNi high-entropy alloy (HEA) by partitioning its cyclic hysteresis loops. It was found that the cyclic stress response of the HEA predominantly originates from the back stress evolution. Back stress also increases significantly with increasing strain amplitude and reducing grain size. However, the change of effective stress is rather insignificant with altering cycle number, strain amplitude and grain size. This indicates that the effective stress is determined mainly by the lattice friction. Further comparisons to an austenitic steel and a medium-entropy alloy identified the origins of their peculiar cyclic strength. GRAPHICAL ABSTRACT IMPACT STATEMENT The effective stress and back stress upon cycling a HEA are assessed, both of which are higher than a conventional FCC steel, contributing to the HEA’s higher cyclic strength.