The current review outlines the size-dependent plastic behavior of high-entropy alloys (HEAs) and the underlying deformation mechanisms. Particular focus is laid upon the influence of microstructural design on the small-scale deformation characteristics. The role of defect types as carriers of plasticity is appraised and correlated with the frequently observed mechanical behavior peculiar to the breed of HEAs. Deformation response is classified on the basis of mechanical testing techniques probing intrinsic (nanoindentation techniques) as well as extrinsic size (micro/nanopillar compression) effects. The mechanisms of incipient plasticity and serrated flow behavior in HEAs are discussed. Furthermore, the role of interfaces between crystallographically dissimilar lattices on small-scale deformation behavior in these alloys is assessed. The article provides a clear overview of the existing HEA research in this avenue as well as the critical knowledge gaps that need to be addressed.