Ultra-high temperature ceramics (UHTCs) are generally referred to the carbides, nitrides, and borides of the transition metals, with the Group IVB compounds (Zr & Hf) and TaC as the main focus. The UHTCs are endowed with ultra-high melting points, excellent mechanical properties, and ablation resistance at elevated temperatures. These unique combinations of properties make them promising materials for extremely environmental structural applications in rocket and hypersonic vehicles, particularly nozzles, leading edges, and engine components, etc. In addition to bulk UHTCs, UHTC coatings and fiber reinforced UHTC composites are extensively developed and applied to avoid the intrinsic brittleness and poor thermal shock resistance of bulk ceramics. Recently, highentropy UHTCs are developed rapidly and attract a lot of attention as an emerging direction for ultra-high temperature materials. This review presents the state of the art of processing approaches, microstructure design and properties of UHTCs from bulk materials to composites and coatings, as well as the future directions.