Some modern alloys, such as high-entropy alloys (HEAs), are emerging with greater acceleration due to their wide range of properties and applications. HEAs can be prepared from many metallurgical operations, but mechanical alloying is considered to be one of the most simple, economical, popular, and suitable methods due to its increased solid solubility, nano-crystalline structure, greater homogeneity, and room-temperature processing. Mechanical alloying followed by the consolidation of HEAs is crucial in determining the various surface and mechanical properties. Generally, spark plasma sintering (SPS) methods are employed to consolidate HEAs due to their significant advantages over other conventional sintering methods. This is one of the best sintering methods to achieve greater improvements in their properties. This review discusses the mechanical alloying of various HEAs followed by consolidation using SPS, and also discusses their various mechanical properties. Additionally, we present a brief idea about research publications in HEA, and the top 10 countries that have published research articles on HEAs. From 2010 to 18 April 2022, more than 7700 Scopus-indexed research articles on all the fields of HEA and 130 research articles on HEA prepared by mechanical alloying alone have been published.