Multiple principal element alloys (MPEA) represent a meanwhile widely investigated material class, which encompass high-entropy (HEA) and medium-entropy alloys (MEA). These are fundamentally different from conventional materials like Fe-Cr-Ni-based austenitic steels. However, the focus has been merely on the material synthesis. With the increase in available material quantities, the focus is currently more and more shifted to processing issues such as joining and welding. In that connection, the weldability of MPEAs has received very little attention so far. In addition, MPEA/HEA/MEA are relatively expensive. From that point of view, also such materials will have to be joined to further conventional materials like austenitic stainless steels. Especially, the experience in these so-called dissimilar metal welds (DMWs) and the corresponding mechanical properties are lacking so far. For that reason, the present study summarizes comprehensive experimental results on the welded MPEA-DMWs and their resulting microstructure. For this purpose, the equiatomic CoCrFeMnNi (HEA) and CoCrNi (MEA) were joined by solid-state friction stir welding (FSW) to an austenitic stainless steel 304. The mechanical properties were obtained by cross-weld tensile tests. For the first time (for these welding process and materials), the local strains in the different weld microstructures were in-situ measured by digital image correlation technique. A significant influence of the FSW process on both the resulting microstructure and the mechanical performance of the DWMs was identified. For example, the dynamic recrystallization plays a significant role in the performance of the welded joint. In addition, the FSW experiments proofed the weldability of both MPEAs if joined to an austenitic steel grade AISI 304. This enables targeted further considerations of these highly innovative MPEAs.