In this review, the phenomenon of grain boundary (GB) wetting by the second solid phase is analyzed for the high entropy alloys (HEAs). Similar to the GB wetting by the liquid phase, the GB wetting by the second solid phase can be incomplete (partial) or complete. In the former case, the second solid phase forms in the GB of a matrix, the chain of (usually lenticular) precipitates with a certain non-zero contact angle. In the latter case, it forms in the GB continuous layers between matrix grains which completely separate the matrix crystallites. The GB wetting by the second solid phase can be observed in HEAs produced by all solidification-based technologies. The particle chains or continuous layers of a second solid phase form in GBs also without the mediation of a liquid phase, for example by solid-phase sintering or coatings deposition. To describe the GB wetting by the second solid phase, the new GB tie-lines should be considered in the two- or multiphase areas in the multicomponent phase diagrams for HEAs. The GB wetting by the second solid phase can be used to improve the properties of HEAs by applying the so-called grain boundary engineering methods.