The phenomenon of many-body localisation received a lot of attention recently, both for its implications in condensed-matter physics of allowing systems to be an insulator even at non-zero temperature as well as in the context of the foundations of quantum statistical mechanics, providing examples of systems showing the absence of thermalisation following out-of-equilibrium dynamics. In this work, we establish a novel link between dynamical properties - the absence of a group velocity and transport - with entanglement properties of individual eigenvectors. Using Lieb-Robinson bounds and filter functions, we prove rigorously under simple assumptions on the spectrum that if a system shows strong dynamical localisation, all of its many-body eigenvectors have clustering correlations. In one dimension this implies directly an entanglement area law, hence the eigenvectors can be approximated by matrix-product states. We also show this statement for parts of the spectrum, allowing for the existence of a mobility edge above which transport is possible.