Recently, the automotive industry has increasingly focused on additive manufacturing as a new technology for reducing the weights of automobiles. In this study, fatigue tests were conducted on additively manufactured high-entropy alloys with different defect characteristics to clarify the relationships between their defect characteristics and fatigue strengths and to elucidate their fatigue fracture mechanisms. In addition, the effect of shot peening as an effective fatigue strength improvement method for an additively manufactured component was investigated. As a result, when defects formed by additive manufacturing were smaller than crystal grains, the numbers and sizes of defects affect fatigue crack growth behavior and barely affect fatigue life. Shot peening reduces the crack growth rate and is effective in extending the fatigue life. However, improvement in the fatigue limit is not achieved because the crack initiation site is a facet. From the above results, for defects smaller than the grain size, shot peening is a more effective method for improving fatigue life than reducing the numbers and sizes of defects.