High-temperature structural ceramic materials require stability in terms of thermal and mechanical properties. High entropy oxides (HEOs) are among the emerging novel family of advanced ceramic materials with peculiar functional properties. However, their thermal stabilities and mechanical properties are not well investigated. In this work, HEO systems were synthesized from binary oxides of MgO, CoO, NiO, CuO, and ZnO using solid-state reaction method at high temperature, after obtaining the individual oxides through co-precipitation methods. The phase purity of as-synthesized and sintered samples was characterized using X-ray powder diffraction, while the microstructural investigation was performed using Scanning electron microscopy. Mechanical property of the sintered samples at different sintering times and temperatures was investigated and the sample sintered at a sintering temperature of 1200 °C for 15 h sintering time showed a maximum Vickers hardness of about 16 GPa. This result is comparable with some of the hard ceramic materials, and therefore the materials could be a potential candidate for structural applications.