High entropy alloys (HEAs) are well known for their excellent mechanical properties compared to conventional metallic alloys. The application of High-Pressure Torsion (HPT) processing reduces grain size of materials away below 1 µm. This significant grain refinement leads to an improvement in mechanical properties, such as strength and ductility. In the present study, HPT processing is applied on three different HEAs, as-cast CoCrFeNi, 3D-printed CoCrFeNi, and as-cast HfNbTiZr, under a compressive pressure of 6 GPa at a rotation speed of 1 rpm for up to 8 turns at room temperature. Hardness measurements demonstrate the significant hardness increase towards homogeneously distributed high hardness within the HEAs. The X-ray diffraction analysis demonstrates the structural evolution including texture and crystallite size changes in the HEAs during grain refinement, and additional support for microstructural changes are shown in SEM and TEM images. Nanoindentation is applied to examine the micro-mechanical properties of the HEAs and an improvement in plasticity is shown by an increase in strain rate sensitivity in the HPT-processed HEAs. This study demonstrates the feasibility of improving the mechanical properties of HEAs through HPT processing.