The recently developed dual-phase (DP) non-equiatomic Fe₅₀Mn₃₀Co₁₀Cr₁₀ (at.%) high-entropy alloy (HEA) showed much higher strength and ductility compared to the single-phase equiatomic Fe₂₀Mn₂₀Ni₂₀Co₂₀Cr₂₀ (at.%) HEA at room temperature. Herein we probe the cryogenic mechanical properties of the non-equiatomic DP-HEA with different grain sizes and compare with the equiatomic single-phase HEA. Our results show that the cryogenic ultimate tensile strengths of the coarse-grained (~ 200 μm) and fine-grained (~ 4 μm) DP-HEAs reach up to 1,133 and 1,342 MPa, respectively, which are significantly higher than that of the equiatomic single-phase HEAs with similar grain sizes. Furthermore, the fine-grained DP-HEA shows substantial improvement in both strength and ductility compared to the coarse-grained counterparts at cryogenic temperatures. Microstructural analysis reveals that the enhanced mechanical properties of the DP-HEA at cryogenic temperatures are attributed to a more extensive displacive transformation from the face-centered cubic (FCC) matrix into the hexagonal close-packed (HCP) phase compared to that at room temperature. Specifically, the HCP phase fraction in tensile tested fine-grained DP-HEAs increases from ~ 39% to ~ 79% with decreasing temperature from 298 to 77 K. The enhanced transformation behavior is enabled by the reduced stacking fault energy of the material with the decrease of deformation temperatures. The resulting outstanding combination of strength and ductility further suggests that the DP-HEAs are promising candidates as structural materials for cryogenic applications.