The synthesis of graphene (Gra) and high-entropy alloy (HEA) has emerged as a potential material for developing high-performance materials. However, the mechanisms enhancing the potential at the atomic level of the synthesized material between Gra and HEA have not been thoroughly investigated and understood. This study presents the mechanical properties and frictional characteristics of the FeNiCrCoCu HEA/Gra hybrid coating, which can be significantly enhanced through molecular dynamics (MD) simulation. The results reveal that the introduction of Gra into the HEA matrix plays a crucial role in reducing the friction and wear resistance of the coating. The deformation mechanism through the shear strain and residual stress distribution also demonstrates the differences between the synthesized material and the single-phase HEA matrix, highlighting the role of introducing Gra into the matrix. The presence of Gra also profoundly impacts the nucleation and the propagation of dislocations in the HEA matrix. The interface between HEA and Gra acts as a notable source of nucleation for dislocations, leading to changes in the dislocation behavior of the material.