We study world-volume effective theories of five-branes in type II string theories. We determine the bosonic zero-modes of the NS5-brane, the Kaluza-Klein monopole, the exotic Q5-, R5-branes and a space-filling brane, by direct calculations within the formalism of double field theory (DFT). We show that these zero-modes are Nambu-Goldstone modes associated with the spontaneously broken gauge symmetries in DFT. They are organized into the bosonic part of the six-dimensional $mathcal{N} = (1,1)$ vector and the $mathcal{N} = (2,0)$ tensor multiplets. Among other things, we examine the locally non-geometric R5-branes and space-filling branes that are characterized by the winding space. We also study effective theories of five-branes with string worldsheet instanton corrections.