The high entropy alloys with multi-principal refractory elements were fabricated by powder metallurgical processing to develop advanced structural alloys with excellent mechanical properties, specifically at elevated temperatures. Elemental powders of refractory metals including tungsten, niobium, molybdenum, tantalum, vanadium were evenly mixed or mechanically alloyed by high energy planetary ball milling to be sintered at high temperatures by using spark plasma sintering. The microstructures of fully densified sintered samples with varying sintering temperatures were characterized by employing x-ray diffraction, scanning electron microscopy and transmission electron microscopy. The mechanical properties of the sintered high entropy alloy samples were measured by Vickers hardness tests, and compression tests. The refractory high entropy alloys presented remarkably high strengths and hardness exceeding those of cast high entropy alloys with similar compositions.