Owing to superior strength-ductility combination and great potential for applications in extreme conditions, high-entropy alloys (HEAs) with the face-centered cubic (FCC) structure have drawn enormous attention. However, the FCC structure limits yield strength and makes the alloys unable to meet ever-increasing demands for exploring the universe. Here, we report a strategy to obtain FCC materials with outstanding mechanical properties in both ambient and cryogenic environments, via exploiting dynamic development of the interstitial-driven local chemical order (LCO). Dense laths composed of the multiscaled LCO domains evolve from planar-slip bands that form in the prior thermomechanical processing, contributing to ultrahigh yield strengths over a wide temperature range. During cryogenic tensile deformation, LCO further develops and promotes remarkable dislocation cross-slip. Together with the deformation-driven transformation and twinning, these factors lead to satisfactory work hardening. The cryogenic loading-promoted LCO, also revealed by ab initio calculations, opens an avenue for designing advanced cryogenic materials.