FCC-type high entropy alloys (HEAs) were reported to have good dynamic mechanical properties, such as ultra-high dynamic strengths, good ductility and fracture toughness, etc. The good properties pave the way to various applications for the HEAs in aerospace, transportation, marine, etc., which is possible to withstand high speed impact. Additive manufacturing (AM) of HEAs gives rise to a great potential for manufacturing geometrically complex HEA products with desirable performances, thereby inspiring their increased appearance in industrial applications. At present, the dynamic deformation behavior of the HEAs prepared through casting method has been widely studied. However, there are limited works reported on the AMed HEAs. In this work, a series of FCC-type HEAs were prepared through Selective Laser Melting, and high strain rate compression was carried out using split-Hopkinson pressure bar. The dynamic deformation behavior and properties optimization method were carefully studied. The results show that the dynamic mechanical properties of the AMed HEAs are closely related to the AMed microstructures formed during the rapid melting and solidification, including the cellular structure, melt-pool structure, precipitation, and element segregation. Finer cellular structure and melt pool size, appropriate element segregation and precipitation may effectively hinder the dislocation motion, which is better for the dynamic mechanical properties. Furthermore, a comprehensive method for controlling the microstructure of the AMed HEAs was provided. This method includes printing process controlling, strategy controlling and post-treatment controlling. With this method, the microstructure of the AMed HEAs, including the cellular structure, melt-pool size, precipitates size, element segregation (such as Cr, Mo, etc.) can be controlled, which may consequently improve the dynamic mechanical properties of the AMed HEAs.