High-entropy materials (HEMs), including alloys, ceramics and other entropy-stabilized compounds, have attracted considerable attention in different application fields. This is due to their intrinsically unique concept and properties, such as innovative chemical composition, structural characteristics, and correspondingly improved functional properties. By establishing an environment with different chemical compositions, HEMs as novel materials possessing superior attributes present unparalleled prospects when compared with their conventional counterparts. Notably, great attention has been paid to investigating HEMs such as thermoelectrics (TE), especially for application in energy-related fields. In this review, we started with the basic definitions of TE fundamentals, the existing thermoelectric materials (TEMs), and the strategies adopted for their improvement. Moreover, we introduced HEMs, summarized the core effects of high-entropy (HE), and emphasized how HE will open up new avenues for designing high-entropy thermoelectric materials (HETEMs) with promising performance and high reliability. Through selecting and analyzing recent scientific publications, this review outlines recent scientific breakthroughs and the associated challenges in the field of HEMs for TE applications. Finally, we classified the different types of HETEMs based on their structure and properties and discussed recent advances in the literature.