Abstract: The DESI Milky Way Survey (DESI MWS) aims to provide highly accurate radial velocities and chemical abundances for approximately seven million stars in the Milky Way at high Galactic latitudes (|b| > 20 deg). DESI successfully observed over 6.27 million sources during its first year of observation, including a significant number of fainter stars (3.90 million sources with G > 17) with previously inaccessible radial velocities. In this work, we extracted a subset of 138861 local halo stars (d < 5 kpc) from the DESI MWS Year 1 dataset. Compiled with astrometry from Gaia DR3, this subset was used to identify nearby stellar substructures in the Galactic inner halo. Applying an unsupervised clustering algorithm (HDBSCAN*), we identified five substructures clustering in Integrals of Motion space (E, Lz, log Jr, and log Jz) and velocity space in Galactocentric Cylindrical coordinates (Vr, Vφ, Vz). These substructures are associated with well-known stellar substructures in the Solar neighbourhood, including Helmi streams, M18-Cand10/MMH-1, Sequoia, Antaeus, and ED-2. We characterised the chemodynamic properties of each dynamic group, including their metallicity dispersions, to associate them with their progenitors. The future DESI data releases, compiled with improved astrometry from Gaia Data Release 4, will significantly increase the number of stars in the sample, and hence allow us a more complete picture of the assembly history of the Galactic stellar halo.