High-entropy oxides (HEOx) are multicomponent (≥5) complex oxides that possess material properties and functions unexpected from their constituent simple oxides. Previous studies demonstrated that a cation-doped HEOx, MgCoNiCuZnO5, shows good catalytic activity, excellent ionic conductivity, and high energy storage. The structural and mechanical stabilities of materials are pivotal to their applications. However, how temperature and pressure influence the structural stability of cation-doped HEOx and how doping affects the mechanical properties are yet to be understood. In this work, we investigated the structural stabilities of undoped and Li/Mn-doped MgCoNiCuZnO5 in heating or under compression using in situ synchrotron X-ray diffraction (XRD), and determined their elastic moduli using high-pressure XRD. Our results show that the HEOx compounds are structurally stable at temperatures up to ∼450 °C or at pressures up to ∼50 GPa, and that Li/Mn doping makes the HEOx more compressible. Our molecular static (MS) calculations predicted that the formation reaction of a HEOx is endothermic, consistent with the fact that a single-phase HEOx can only be produced at high temperatures. The MS calculations also revealed that the observed doping-induced elastic softening stems from the introduction of the Li-O/Mn-O ionic bonds in the HEOx compound, which are weaker than other cation-oxygen ionic bonds in the undoped HEOx. These findings will be indispensable to engineer HEOx materials for use in ion batteries, catalysis, and other fields.