High-Entropy Alloys (HEAs) are in the focus of materials science due to their high strength, good ductility and excellent resistance to wear, corrosion and softening at high temperatures. HEAs are disordered solid solutions, containing at least four chemical elements with similar concentrations. The goal of our study was to investigate the lattice defect structure in nanocrystalline HEAs by X-ray diffraction peak profile analysis. The X-ray line profile analysis was complemented by electron backscatter diffraction and transmission electron microscopy. The spatial distribution of constituents was studied by energy-dispersive X-ray spectroscopy. The dislocation density and the twin-fault probability in the nanocrystalline HEAs were determined by X-ray line profile analysis. The chemical heterogeneities and the disordered structure in HEAs yielded an additional diffraction peak broadening in addition to the line breadths caused by the finite crystallite size and the lattice defects. Therefore, the evaluation method of X-ray line profiles was modified for HEAs accordingly. The average yield strength was estimated as one-third of the hardness and correlated to the defect structure. The influence of the concentration fluctuations on the mechanical properties was investigated by micro-pillar compression tests. The correlation between the mechanical performance and the defect structure for nanocrystalline HEAs is discussed in detail.