Multi-Principal Element Alloys (MPEAs) have gained increasing interest in the past twenty years. The reasons are the outstanding (postulated and meanwhile proven) properties like superior mechanical strength at both high and low temperatures, wear and/or corrosion resistance. Despite massive scientific and more and more industrial application’s interest, the machinability as essential materials processing property has not been in the scientific focus. Corresponding studies are still rare and for the introduction to industrial applications of MPEA, research on their processability is mandatory. For that purpose, the present study shows for the first time a dedicated and in-depth detailed overview on experiments and analysis of finish milling using a conventional and an ultrasonic assisted hybrid milling (USAM) process and their influence on the resulting surface integrity. Ball nose end milling experiments have been carried out on different MPEA-systems: the CoCrFeNi (“Cantor” without Mn) as reference and derivates with additions of Al, Mo or Ti: Al0.3CoCrFeNi, Al0.3CoCrFeNiMo0.2, AlCoCrFeNi, AlCoCrFeNiTi0.5 and AlCoCrFeNiTi (all synthesized by spark plasma sintering). The machinability under the different milling conditions was compared in terms of monitoring and analyzing the cutting force, process temperature, tool wear and surface integrity. Surface integrity is characterized by effects on topography (roughness, defects) and surface residual stresses. The CoCrFeNi, Al0.3CoCrFeNi and Al0.3CoCrFeNiMo0.2 exhibited good machinability especially using USAM. In comparison, the AlCoCrFeNi, AlCoCrFeNiTi0.5 and AlCoCrFeNiTi systems showed poor machinability and excessive tool wear. Application of USAM with high oscillation amplitudes to overcome these demanding machining properties, showed highly disadvantageous effects due to large-scale defects and breakouts of the cutting tool and within the machined surface.