Porous high-entropy ceramics are a new alternative material for thermal insulation. Their better stability and low thermal conductivity are due to lattice distortion and unique pore structures. In this work, rare-earth-zirconate ((La0.25Eu0.25Gd0.25Yb0.25)2(Zr0.75Ce0.25)2O7) porous high-entropy ceramics were fabricated by a tert-butyl alcohol (TBA)-based gel-casting method. The regulation of pore structures was realized through changing different initial solid loadings. The XRD, HRTEM, and SAED results showed that the porous high-entropy ceramics had a single fluorite phase without impurity phases, exhibiting high porosity (67.1–81.5%), relatively high compressive strength (1.02–6.45 MPa) and low thermal conductivity (0.0642–0.1213 W/(m·K)) at room temperature. Porous high-entropy ceramics with 81.5% porosity demonstrated excellent thermal properties, showing a thermal conductivity of 0.0642 W/(m·K) at room temperature and 0.1467 W/(m·K) at 1200 °C. The unique pore structure with a micron size contributed to its excellent thermal insulating performance. This present work provides the prospect that rare-earth-zirconate porous high-entropy ceramics with tailored pore structures are expected to be thermal insulation materials.