A novel series of nanocrystalline AlCuCrFeMnWx (x = 0, 0.05, 0.1, 0.5) high-entropy alloys (HEAs) were synthesized by mechanical alloying followed by spark plasma sintering. The phase evolution of the current HEAs was studied using X-ray diffraction (XRD), transmission electron microscopy, and selected area electron diffraction. The XRD of the AlCuCrFeMn sintered HEA shows evolution of ordered B2 phase (AlFe type), sigma phase (Cr rich), and FeMn phase. AlCuCrFeMnWx (x = 0.05, 0.1, 0.5 mol) shows formation of ordered B2 phases, sigma phases, FeMn phases, and BCC phases. Micro-hardness of the AlCuCrFeMnWx samples was measured by Vickers microindentation and the maximum value observed is 780 ± 12 HV. As the tungsten content increases, the fracture strength under compression increases from 1010 to 1510 MPa. Thermodynamic parameters of present alloys confirm the crystalline phase formation, and finally structure–property relationship was proposed by conventional strengthening mechanisms.