Application of thermal barrier coatings (TBCs) is increasing in a variety of commercial and military fields associated with high temperatures. Accordingly, the quest for developments related to TBC systems is considered a key area of research. Numerous TBCs materials based on the new high-entropy concept have been developed. It is noteworthy that many of these materials possess technologically appealing and tunable properties, such as high phase stability, ultra-low thermal conductivity, excellent corrosion resistance, large thermal expansion coefficient, and outstanding fracture toughness. All these features make them attractive in the fields of aerospace, navigation, and nuclear energy. The present study focuses on the recent development of high-entropy-based TBCs materials. Major themes in this assessment include a taxonomy of current ceramics families, microstructures, physical properties, and future applications. This review is expected to shed light on the fundamental investigations and further TBCs applications of the recently developed high-entropy ceramics.