We present results of a high-frequency all-sky search for continuous gravitational waves from isolated compact objects in LIGOs 5th Science Run (S5) data, using the computing power of the Einstein@Home volunteer computing project. This is the only dedicated continuous gravitational wave search that probes this high frequency range on S5 data. We find no significant candidate signal, so we set 90%-confidence level upper-limits on continuous gravitational wave strain amplitudes. At the lower end of the search frequency range, around 1250 Hz, the most constraining upper-limit is $5.0times 10^{-24}$, while at the higher end, around 1500 Hz, it is $6.2times 10^{-24}$. Based on these upper-limits, and assuming a fiducial value of the principal moment of inertia of $10^{38}$kg$,$m$^2$, we can exclude objects with ellipticities higher than roughly $2.8times10^{-7}$ within 100 pc of Earth with rotation periods between 1.3 and 1.6 milliseconds.