The excellent mechanical properties of high-entropy alloys (HEAs) make them promising materials for advances in science and technology. However, the underlying mechanism of plastic deformation is not well understood. In situ experiments are urgently required to provide a fundamental understanding of the plastic deformation under high pressure. We performed in situ synchrotron X-ray diffraction (XRD) experiments to study compression deformation behavior of the HEA MoNbTaVW in a radial diamond anvil cell (rDAC). Our results show that the strength and ratio of the stress-to-shear modulus values are ~1.5 and 3 times that of pure tungsten (W), respectively. MoNbTaVW showed plastic deformation above 5 GPa and displayed a much stronger texture. We found that the active dislocation behavior is mainly responsible for the high strength in MoNbTaVW under compression. This unique technique opens a new avenue to investigate the in situ mechanical properties and their mechanism in other types of HEAs.