The microstructure evolution of Al7(CoCrFeMnNi)93 high-entropy alloy was studied by directional solidification technology. Then single crystals of high-entropy alloy with cellular and dendritic substructures were prepared by the natural competitive growth method. Finally, the effect of substructure and orientation on the nano-mechanical properties of high-entropy alloy single crystals was studied. The results show that the growth interface of Al7(CoCrFeMnNi)93 high-entropy alloy is more prone to destabilization during directional solidification. Its planar-cellular solidification interface morphologies transition rate is less than 1 μm/s, and the cellular-dendritic solidification interface transition rate ranges from about 2 to 5 μm/s. The primary dendrite arm spacing and the secondary dendrite arm spacing of the alloy decrease gradually with the increase of directional solidification rate and satisfy the exponential relationship with the withdrawal rate respectively. After directional solidification, the elements of Co, Cr, and Fe were enriched in the dendrite region, while the elements of Mn, Ni, and Al with lower melting temperatures tend to be enriched in the inter-dendrite region. The orientation of the cellular and dendritic substructures single crystal obtained by the natural competition method are [2 1 4] and [2 1 3], respectively. The data of nano-indentation mechanical properties show that the substructure caused by segregation behavior has little effect on the elastic modulus and hardness of single crystals, while the crystal orientation has a greater influence on the elastic modulus of single crystals, but has little effect on the hardness value.