Because of easy cracking caused by rapid solidification, fabricating dual-phase high-entropy alloys (DP-HEAs) through selective laser melting (SLM) has hardly been achieved. Here we reasonably design new DP-HEAs specific to SLM according to solid solutions formation criterion and HEA definition. Results show that Ni addition favors the formation of face-centered cubic (FCC) phase and facilitates the transition from columnar to equiaxed grains, thus the formability of AlCrCuFeNix (2.0 ≤ x ≤ 3.0) HEAs is improved. The SLMed AlCrCuFeNi3.0 HEA exhibits remarkably heterogeneous microstructures, such as modulated nanoscale lamellar or cellular dual-phase structures, and possesses the best combination of the ultimate tensile strength (~ 957 MPa) and ductility (~ 14.3 %). Also, it is discovered that high densities of Cr-enriched nano-precipitates are embedded in the ordered body-centered cubic (B2) phase. Finally, the underlying strengthening mechanisms are analyzed for the SLMed AlCrCuFeNi3.0 HEA.