High entropy alloys (HEAs) have become the most popular among the materials scientists and researchers due to their attributes like high strength, hardness and corrosion resistance when compared to conventional alloys. For sprawling use of HEAs in various domains such as aerospace, structural and automobile, it is necessary for researchers to explore more number of HEAs. In this endless endeavour of exploration, researchers have also developed refractory HEAs which possess better mechanical properties when compared to conventional HEAs. But, HEAs (without refractory elements) are more economical than refractory HEAs. This is due to the fact that most of the refractory elements are expensive. The present work focuses on the effect of refractory elements, namely, Mo, W, Ta, Nb, Ti and V on mechanical properties of HEAs. This review also provides an insight into the phase evolution in HEAs due to addition of refractory elements. Moreover, it also unfolds research gaps from past literature, which shows that there is scarcity of literature on dynamic characteristics, fatigue and creep analysis of Hf, Zr, Si and Cr based HEAs.