Manufacturing high entropy alloys (HEAs) using additive manufacturing techniques such as powder bed fusion - laser beam (PBF-LB) helps in preventing the formation of detrimental phases, owing to high solidification rates compared to conventional casting. Rapid melting and solidification during the layer-by-layer printing could also result in martensitic transformation in metastable HEAs. This work focusses on the development of a novel pre-alloyed non-equiatomic HEA based on the CoCrFeNi grade. Detailed microstructural characterization and statistical analysis was performed to understand the influence of the LB-PBF parameters on the densification behaviour and microstructure of the metastable fcc-structured HEA in the as-printed state, with a particular focus on the resultant martensite. Based on a statistical analysis of the densification behaviour, two sets of parameters with significant difference in the laser power were chosen to further study the microstructure and mechanical properties. Optical microscopy and scanning electron microscopy on the as-printed samples revealed the presence of nanoscale banded features associated with highly defective substructures. Transmission Kikuchi diffraction indexed these bands as the hcp phase, indicating that an athermal martensitic transformation occurred during the printing process. Annealing these alloys at 800°C not only annihilated these defective substructures, but also reversely transformed the martensitic phase. The different printing parameters did not reveal any notable difference in the mechanical properties, with both alloys showing the yield strength of ~560 MPa and the elongation to fracture of ~35% in the as-printed state.