In this study, a novel high entropy alloy from the Al-Cr-Fe-Mn-Mo family was successfully prepared by mechanical alloying followed by hot press sintering. The samples were investigated by x-ray diffraction, electron backscatter diffraction, and scanning and transmission electron microscopy. The sintered samples consist of a unique new multielement body-centered cubic solid solution (more than 98 vol.%). Moreover, it is shown that, by controlling the processing conditions, it is possible to limit the formation of carbides and oxides, which are common when using powder metallurgy processing routes. The mechanical properties were investigated by micro-indentation and compression tests from room temperature up to 800°C. The results showed high micro-hardness up to 950 HV1N. The hot compression results revealed promising mechanical properties, especially at high temperatures, e.g., at 600°C, the yield strength was 1022 MPa, the maximum compressive stress was 1327 MPa, and the strain at failure was 21.8%.