As cast FeCrCuMnNi high entropy alloys were heat treated at different temperatures and times. Structure and mechanical properties of the heat treated alloy were studied using X-Ray diffraction, tensile test, hardness test and scanning electron microscopy. It has been found that the FeCrCuMnNi has thermal stability in mechanical properties almost up to 600 °C. Nevertheless, the alloy revealed an unusual behavior after heat treating at higher temperatures. A sharp drop of the tensile strength, strain to fracture and work hardening capability occurred at temperatures between 700 °C and 800 °C due to formation of a hard σ phase in the alloy. The hardness follows a plateau in the 700–800 °C range and then softening continues, together with a decrease in strength and increase in ductility, due to dissolution of the hard σ phase and decreased amount of BCC phase.