We construct and study the first supersymmetric black-hole and black-stringsolutions of non-Abelian-gauged N=1,d=5 supergravity (N=1,d=5Super-Einstein-Yang-Mills theory) with non-trivial SU(2) gauge fields: BPSTinstantons for black holes and BPS monopoles of different kinds('t~Hooft-Polyakov, Wu-Yang and Protogenov) for black strings and also forcertain black holes that are well defined solutions only for very specificvalues of all the moduli. Instantons, as well as colored monopoles do notcontribute to the masses and tensions but do contribute to the entropies. The construction is based on the characterization of the supersymmetricsolutions of gauged N=1,d=5 supergravity coupled to vector multiplets achievedin Ref. Bellorin:2007yp which we elaborate upon by finding the rules toconstruct supersymmetric solutions with one additional isometry, both for thetimelike and null classes. These rules automatically connect the timelike andnull non-Abelian supersymmetric solutions of N=1,d=5 SEYM theory with thetimelike ones of N=2,d=4 SEYM theory by dimensional reduction and oxidation. Inthe timelike-to-timelike case the singular Kronheimer reduction recentlystudied in Ref. Bueno:2015wva plays a crucial role.