High entropy alloys have excellent mechanical properties at high temperatures. However, the lack of antioxidation at high temperatures restricts their practical industrial applications. The oxidation mechanism of high entropy alloys is summarized, including the law of oxidation kinetics, oxidation behavior and the order of oxidation of alloying elements. The problems of high entropy alloys at high temperatures are also induced. On this basis, the researches on antioxidation of high entropy alloys at high temperatures in recent years are mainly reviewed. Adding elements that can generate protective oxide will increase the volume ratio of the metal atoms and their oxide molecules in the oxide layer (Pilling-Bedworth Ratio, PBR), increasing the antioxidation. However, in some specific high entropy alloy systems, the antioxidation will be reduced due to other factors that affect the oxidation. For example, the addition of Cr in the refractory high entropy alloy will generate Laves phases, causing intergranular corrosion at high temperatures; adding Ti to Al-containing high-entropy alloy will destroy the density of the oxide layer during the oxidation process; the antioxidation of high entropy alloys containing Laves phases will decrease because of Si. Adding ultra-high temperature ceramics or preparing high entropy ceramics has a better effect on improving the antioxidation of high entropy alloys in high temperature environments below 1500 ℃. The high temperature antioxidation of high entropy alloys above 1500 ℃ still needs to be improved. Finally, the future development, performance optimization and application of the oxidation-resistant high entropy alloy system are prospected from three aspects:adding elements that contribute to the formation of a dense oxide layer, introducing ceramic phases, and preparing antioxidant coatings.