An accessible source for the production of entangled x-rays is crucial for the field of high-energy quantum optics. Here, we present a detailed analysis of the entanglement and polarisation of the two photons emitted by an electron in an intense laser wave (nonlinear double Compton scattering), by working within the framework of strong-field QED. By identifying a contribution to the emission probability stemming from the electron being on-shell or off-shell between the two photons emissions, we show that the entangled photons are generated via the off-shell contribution, which can be distinguished from those emitted via the on-shell channel by a polarisation measurement. We also provide an intuitive picture to explain the entanglement and propose an experiment to produce and isolate entangled x-rays.