A multi-element alloy material consists of Al, Cr, Fe, Mn, Mo and Ni. From an outer surface to a center of the multi-element alloy material exhibits a hardness gradient from high to low. A method of manufacturing a multi-element alloy material with hardness gradient includes melting and casting metals with a metal combination of Al, Cr, Fe, Mn, Mo and Ni to form an alloy body, subjecting the alloy body to a homogenization treatment, and subjecting the homogenized alloy body to a high temperature treatment to perform precipitation hardening at surface of the alloy body by heating, thereby forming a multi-element alloy material having hardness gradient.