The mechanical behavior of a single phase (fcc) Al_0.3CoCrFeNi high-entropy alloy (HEA) was studied in the low and high strain-rate regimes. The combination of multiple strengthening mechanisms such as solid solution hardening, forest dislocation hardening, as well as mechanical twinning leads to a high work hardening rate, which is significantly larger than that for Al and is retained in the dynamic regime. The resistance to shear localization was studied by dynamically-loading hat-shaped specimens to induce forced shear localization. However, no adiabatic shear band could be observed. It is therefore proposed that the excellent strain hardening ability gives rise to remarkable resistance to shear localization, which makes this material an excellent candidate for penetration protection applications such as armors.