The microstructure, temperature-dependent mechanical properties and deformation behaviors of equiatomic CoCrFeMnNi high-entropy alloy (HEA) additively manufactured by selective laser melting (SLM) were investigated. SLM-built HEA had a face-centered cubic (FCC) single-phase random solid solution. In addition, SLM-built HEA was composed of epitaxial growth grains, dislocation network and nano-sized oxides. Room- and high-temperature compression tests confirmed that SLM-built HEA has outstanding mechanical properties in all temperature ranges compared to equiatomic CoCrFeMnNi HEAs reported up to the present. The excellent mechanical properties of SLM-built HEA were achieved with fine grains, high dislocation density and fine precipitates at low temperatures (25 °C to 600 °C), and by high dislocation density and fine precipitates at high temperatures (700 °C or higher). On the other hand, the deformation microstructure showed that slip and deformation twins are the main deformation mechanisms from 25 °C to 600 °C, and slip and partial recrystallization are the main deformation mechanisms above 700 °C. Based on the above findings, this study also discusses correlations among the microstructure, superior mechanical properties and deformation mechanisms of SLM-built equiatomic CoCrFeMnNi HEA.