For the first time, the refractory high-entropy alloys with equiatomic compositions, HfNbTaTiZr and HfNbTiZr, were synthesized directly from a blend of elemental powders through ten revolutions of high-pressure torsion (HPT) at room temperature. This method has demonstrated its effectiveness and simplicity not only in producing solid bulk materials but also in manufacturing refractory high-entropy alloys (RHEAs). Unlike the melting route, which typically results in predominantly single BCC phase alloys, both systems formed new three-phase alloys. These phases were defined as the Zr-based hcp1 phase, the α-Ti-based hcp2 phase, and the Nb-based bcc phase. The volume fraction of the phases was dependent on the accumulated plastic strain. The thermal stability of the phases was studied by annealing samples at 500 °C for one hour, which resulted in the formation of a mixed structure consisting of the new two hexagonal and cubic phases.