High entropy alloys is a new type of multi-master alloys which has been popular in recent two years. Unlike traditional alloys, they are composed of multiple alloying elements according to either the isoatomic ratio or non-isoatomic ratio and have many unique properties, making them a new type of alloy with great potential. High entropy alloys made of refractory metals is called refractory high entropy alloys (RHEAs). As a special high-temperature alloy, RHEAs have excellent high-temperature mechanical properties, which have attracted great attention. This paper introduces RHEAs from three aspects: processing methods, microstructure and phase composition, high-temperature mechanical properties, and other properties. Finally, it presents the development and future prospects of RHEAs. RHEAs represented by MoNbTaVW alloys show better compressive yield strength at high temperatures than traditional Ni-based high-temperature alloys, and the change of yield strength with temperature is slower. Compared with commercial superalloys, refractory metals, refractory alloys and tool steels, RHEAs, such as MoNbTaVW、MoNbTaTiZr and HfNbTiZr, show excellent wear resistance. The RHEAs represented by W38Ta36Cr15V11 has no dislocation ring defect structure and excellent anti-irradiation performance after irradiation, except for the precipitation of small particles in the second phase. In this paper, two directions of future development of refractory high entropy alloys are proposed. Establishing high-throughput experimental and computational methods to continue exploring more composition and structural models of RHEAs；Exploring the service behavior of RHEAs in a multi-field coupled environment.