CoCrFeMnNiAl_x (x = 0, 0.07, 0.3, 0.6, 1.0, 1.3) high-entropy alloy films (HEAFs) were processed by co-sputtering of CoCrFeMnNi alloy and Al targets. The effects of Al content on the microstructures and mechanical properties of HEAFs were studied. The XRD results indicated that the crystalline structure changed from the single face-centered cubic (FCC) phase for x = 0 and 0.07 to duplex FCC + body-centered cubic (BCC) phases for x = 0.3 and 0.6, and eventually, to a single BCC phase for x = 1.0 and 1.3, which agreed with the corresponding selected-area electron diffraction patterns. Also, nanotwins were observed in the FCC phase. Mechanical properties of films were studied using nanoindentation and micropillar compression tests. The hardness increased from 5.71 GPa at x = 0 to 8.74 GPa at x = 1.3. The compressive yield strength increased from 1.59 GPa to 3.73 GPa; however, the fracture strain decreased from 20.91% (no fracture) to 13.78% with the increasing Al content. Both nanotwins and BCC phase contributed to the strengthening effects for CoCrFeMnNiAl_x HEAFs. Also, compared to the bulk CoCrFeMnNiAl_x counterpart, the film exhibited much higher hardness and strength because of the much smaller grain size and the presence of nanotwins.