The effect of grain size on strain-controlled low-cycle fatigue (LCF) properties in the CoCrFeMnNi high-entropy alloys (HEAs) was investigated towards the distinct microstructural developments during cyclic loading at a strain amplitude of ± 1.0%. A much more prominent secondary cyclic hardening (SCH) behavior at the final deformation stage was observed in the fine-grained (FG, 18 µm) than in the coarse-grained (CG, 184 µm) CoCrFeMnNi. In-situ neutron-diffraction and microscopic examination, strongly corroborated by molecular dynamic (MD) simulations, indicated that dislocation activities from planar slip to wavy slip-driven subgrain structures within the grains acted as the primary cyclic-deformation behaviors in the FG CoCrFeMnNi. Differently observed in the cyclic behavior of the CG CoCrFeMnNi was due to a transition from the planar dislocation slip to twinning. Our findings suggested that the fatigue-resistant HEAs can be designed via tuning the microstructure with an optimal range of grain size at a specific strain amplitude.