The increasingly stringent service environment poses higher requirements for the future application of  high-entropy alloys in the aerospace field. Shot peening technology can refine grain size, improve material surface integrity and fatigue performance. The impact of shot peening on the fatigue performance of CoCrFeMnNi high-entropy alloy was investigated. Ceramic beads were utilized for shot peening treatment, and surface residual stresses were measured using X-ray diffraction. Rotating bending fatigue tests were conducted on the specimens. The results revealed that shot peening induced residual compressive stresses on the surface of the CoCrFeMnNi high-entropy alloy, with a maximum value of 437 MPa. At a stress level of 450 MPa, the fatigue life of the CoCrFeMnNi high-entropy alloy extended to approximately 12 times that of the untreated specimens, with the fatigue limit increasing from 245 MPa to 400 MPa. The fatigue performance of CoCrFeMnNi high-entropy alloy was significantly improved by shot peening. Additionally, Shot peening treatment changed the crack initiation location of high-entropy alloy specimens. Fatigue cracks in the shot-peened specimens initiated in the subsurface layer beneath the material surface, while in the untreated specimens, fatigue cracks originated at the material surface.