Directionally solidified Al2O3/(Y0.2Er0.2Yb0.2Ho0.2Lu0.2)3Al5O12 eutectic high-entropy oxide ceramics (HEOCs) were successfully prepared with an optical floating zone furnace. The Al2O3/(Y0.2Er0.2Yb0.2Ho0.2Lu0.2)3Al5O12 eutectic HEOCs were pure phases with uniform distribution of rare-earth elements. The preferred growth orientation relationships were <10−10 > {0001}Al2O3 // <110 > {211}(Y0.2Er0.2Yb0.2Ho0.2Lu0.2)3Al5O12. The indentation fracture toughness and Vickers hardness were 6.8 ± 0.9 MPa·m1/2 and 16.1 ± 0.3 GPa, which were higher than that of Al2O3/Y3Al5O12 eutectic ceramics. The room temperature bending strength was 333 ± 42 MPa. Crack bridging, deflection and bifurcation were the main toughening mechanism. Hardness and reduced modulus mapping results illustrated that the hardness of (Y0.2Er0.2Yb0.2Ho0.2Lu0.2)3Al5O12 was close to that of Al2O3. Thermal expansion coefficient of Al2O3/(Y0.2Er0.2Yb0.2Ho0.2Lu0.2)3Al5O12 eutectic HEOCs was very similar to that of Al2O3/Y3Al5O12 but thermal conductivity was as low as 4.9 Wm−1 K−1 due to strong lattice distortion. These results suggest that high-entropy Al2O3/(Y0.2Er0.2Yb0.2Ho0.2Lu0.2)3Al5O12 eutectic ceramics are promising candidates for structural components application in gas turbine engines.