High entropy alloys, as a novel alloy system, demonstrated excellent mechanical performance. However, despite its excellent mechanical performance, the strength-ductility trade-off effect still limit its performance. In recent decades, it has been found that heterogenous or gradient microstructure can efficiently solve the conflict. Cold spray is a promising method to create heterogenous microstructure with high efficiency and low cost. In this work, equiatomic FeCoNiCrMn HEA was deposited by cold spray and the microstructure was systematically investigated by transmission electron microscopy (TEM) and transmission Kikuchi diffraction (TKD). In cold spray, a gradient microstructure was formed and segregated Ni and Mn in starting particle were also redistributed. Moreover, twinning in ultra-fine nanograins were detected in the region close to the impact interface. Compared with severe deformation of other low SFE metals, for FeCoNiCrMn HEA, twinning in nanograins also highly related to the grain size.