Using ultrasonic ball milling (USBM) of coarse grain powder mixtures (CGPM) of aluminium, iron, cobalt, copper, nickel and chromium, ultra-fine powders (UFP) of AlCoCrCuFeNi system are produced. The influence of the copper content on the phase composition and magnetic properties of these powders are investigated. As shown, by x-ray analysis and magnetic methods, all UFP produced by USBM are in a high-entropy state and contain two solid solutions, $i.e.$, the f.c.c. and b.c.c. phases. Quantity of the b.c.c. phase and magnitude of specific saturation magnetization of UFP decrease with increasing of the copper content in the original CGPM. It is also shown that ferromagnetism of the obtained UFP is caused by the presence of the b.c.c. phase. Coercive force and residual magnetization of the USBM processed powders are much higher than those of the original powders due to ultra-fine powder size and the microstresses formed in the treated powders. Divergence between experimental and calculated values of coercive force of the treated powders is due to superparamagnetism.