High-entropy alloys (HEAs) are generally defined as solid solutions containing at least 5 constituent elements with concentrations between 5 and 35 atomic percent without the formation of intermetallic compounds. Currently, HEAs receive great attention as promising candidate materials for extreme environments due to their potentially desirable properties that result from their unique structural properties. In this review paper, we aim to introduce HEAs and explain their properties and related research by classifying them into three main categories, namely, mechanical properties, thermal properties, and electrochemical properties. Due to the high demand for structural materials in extreme environments, the mechanical properties of HEAs including strength, hardness, ductility, fatigue, and wear resistance are mainly described. Thermal and electrochemical properties, essential for the application of these alloys as structural materials, are also described.