Abstract: High-entropy alloys (HEAs) have attracted increasing attention because of their unique properties, including high strength, hardness, chemical stability, and good wear resistance. Powder metallurgy is one of the most important methods used to fabricate HEA materials. This paper introduces the methods used to synthesize HEA powders and consolidate HEA bulk. The phase transformation, microstructural evolution, and mechanical properties of HEAs obtained by powder metallurgy are summarized. We also address HEA-related materials such as ceramic–HEA cermets and HEA-based composites fabricated by powder metallurgy.