Abstract: High-entropy alloys (HEAs) have attracted growing attention owing to their exceptional combination of strength, ductility, corrosion resistance, and thermal stability, which originate from their unique multi-principal-element characteristics and high mixing entropy. However, in the pursuit of extreme mechanical properties, traditional HEAs still face challenges such as room-temperature brittleness, limited work-hardening capacity, and the inherent trade-off between strength and ductility. Recent advances in nanostructure engineering have opened new pathways to push the performance limits of HEAs by controlling precipitation behavior, interface coherency, and hierarchical structural organization. This review provides a comprehensive synthesis of recent progress in nanostructure-strengthened HEAs, with emphasis on nanoprecipitation strengthening, nanocrystalline strengthening, and composite nanostructure strengthening. It analyzes their mechanisms of action and synergistic effects, summarizes the main fabrication routes and performance characteristics of nanostructure-strengthened HEAs, and discusses their potential applications under extreme environments. Finally, emerging trends are outlined toward cost-effective alloy design, predictive microstructure control, and scalable manufacturing, which are essential for translating laboratory achievements into practical implementation. Nanostructure strengthening strategies provide an effective pathway to enhance the overall performance of HEAs and establish a robust foundation for their engineering applications in aerospace, energy, tooling, and protective coatings.