Y2O3 is regarded as one of the potential environmental barrier coating (EBC) materials for Al2O3f/Al2O3 ceramic matrix composites owing to its high melting point and close thermal expansion coefficient to Al2O3. However, the relatively high thermal conductivity and unsatisfactory calcium-magnesium-aluminosilicate (CMAS) resistance are the main obstacles for the practical application of Y2O3. In order to reduce the thermal conductivity and increase the CMAS resistance, four cubic bixbyite structured high-entropy oxides RE2O3, including (Eu0.2Er0.2Lu0.2Y0.2Yb0.2)2O3, (Sm0.2Er0.2Lu0.2Y0.2Yb0.2)2O3, (Sm0.2Eu0.2Er0.2Y0.2Yb0.2)2O3, and (Sm0.2Eu0.2Lu0.2Y0.2Yb0.2)2O3 were designed and synthesized, among which (Eu0.2Er0.2Lu0.2Y0.2Yb0.2)2O3 and (Sm0.2Er0.2Lu0.2Y0.2Yb0.2)2O3 bulks were prepared by spark plasma sintering (SPS) to investigate their mechanical and thermal properties as well as CMAS resistance. The mechanical properties of (Eu0.2Er0.2Lu0.2Y0.2Yb0.2)2O3 and (Sm0.2Er0.2Lu0.2Y0.2Yb0.2)2O3 are close to those of Y2O3 but become more brittle than Y2O3. The thermal conductivities of (Eu0.2Er0.2Lu0.2Y0.2Yb0.2)2O3 and (Sm0.2Er0.2Lu0.2Y0.2Yb0.2)2O3 (5.1 and 4.6 W·m−1·K−1) are only 23.8% and 21.5% respectively of that of Y2O3 (21.4 W·m−1·K−1), while their thermal expansion coefficients are close to those of Y2O3 and Al2O3. Most importantly, HE RE2O3 ceramics exhibit good CMAS resistance. After being attacked by CMAS at 1350 °C for 4 h, the HE RE2O3 ceramics maintain their original morphologies without forming pores or cracks, making them promising as EBC materials for Al2O3f/Al2O3 composites.