High entropy alloys (HEAs) are the outstanding innovations in materials science and engineering in the early 21st century. HEAs consist of multiple elements with equiatomic or near equiatomic compositions, which exhibit superior mechanical properties, such as wear resistance, fatigue resistance, and corrosion resistance. HEAs are primarily used in structural and functional applications; hence, appropriate welding processes are essential to enhancing the performances and service lives of HEA components. Herein, a comprehensive overview of current state-of-art-of welding techniques for HEAs is elucidated. More specifically, the article discusses the fusion-based welding techniques, such as gas tungsten arc welding (GTAW) and laser beam welding (LBW), and solid-state welding techniques, such as friction stir welding (FSW) and explosive welding (EB), for a broad category of HEAs. In addition, the microstructural features and mechanical properties of HEAs welded using different techniques were explained for a broad spectrum of HEAs. Finally, this review discusses potential challenges in the welding of HEAs.