Materials performance is central to the satisfactory operation of current and future nuclear energy systems due to the severe irradiation environment in reactors. Searching for structural materials with excellent irradiation tolerance is crucial for developing the next generation nuclear reactors. Here, we report the irradiation responses of a novel multi-component alloy system, high entropy alloy (HEA) AlxCoCrFeNi (x = 0.1, 0.75 and 1.5), focusing on their precipitation behavior. It is found that the single phase system, Al0.1CoCrFeNi, exhibits a great phase stability against ion irradiation. No precipitate is observed even at the highest fluence. In contrast, numerous coherent precipitates are present in both multi-phase HEAs. Based on the irradiation-induced/enhanced precipitation theory, the excellent structural stability against precipitation of Al0.1CoCrFeNi is attributed to the high configurational entropy and low atomic diffusion, which reduces the thermodynamic driving force and kinetically restrains the formation of precipitate, respectively. For the multiphase HEAs, the phase separations and formation of ordered phases reduce the system configurational entropy, resulting in the similar precipitation behavior with corresponding binary or ternary conventional alloys. This study demonstrates the structural stability of single-phase HEAs under irradiation and provides important implications for searching for HEAs with higher irradiation tolerance.