Since the superior mechanical, chemical and physical properties of high-entropy alloys (HEAs) were discovered, they have gradually become new emerging candidates for renewable energy applications. This review presents the novel applications of HEAs in thermoelectric energy conversion. Firstly, the basic concepts and structural properties of HEAs are introduced. Then, we discuss a number of promising thermoelectric materials based on HEAs. Finally, the conclusion and outlook are presented. This article presents an advanced understanding of the thermoelectric properties of HEAs, which provides new opportunities for promoting their applications in renewable energy.