Al0.4CoCrFe2Ni2 high-entropy alloys with different additions of TiO2 nano-ceramic particles (0, 1.25vol.%, 2.5vol.%, 3.75vol.% and 5vol.%, respectively) were prepared by using the vacuum arc melting method. The effects of TiO2 addition on the crystal structure, microstructures and mechanical properties of the alloy were investigated by X-ray diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscopy (TEM), and tensile testing. The microstructure analysis shows that the TiO2 nano-ceramic particles added in the alloy are decomposed, and a small amount of Al2O3 and a great number of intermetallic compounds (γ' phases) with simple cube structure are formed. The γ' phases are enriched at inter-dendrite, which increases the resistance of dislocation movement during the deformation of the alloy, thus balancing the problem of high plasticity and low strength of the alloy. When the addition of TiO2 is 2.5vol.%, the strength of the high-entropy alloy reaches the maximum of 489 MPa, which is 11.1% higher than the matrix alloy composed of single FCC phase.