Due to their huge composition space and superior performance characteristics, high entropy borides have garnered great interest in many fields, particularly where their high-temperature performances at high temperatures are critical. Herein, we first discovered that dense (Ti1/9Zr1/9Hf1/9Nb1/9Ta1/9V1/9Cr1/9Mo1/9W1/9)B2 (HEB9) ceramics prepared at 1850 °C showed an exceptionally low temperature coefficient of electrical resistivity (4.28 × 10−4 K−1), which is ∼38% of that of (Ti1/5Zr1/5Hf1/5Nb1/5Ta1/5)B2 (HEB5) and nearly an order of magnitude lower than those of previously reported ZrB2 and ZrB2-30 vol% SiC ceramics. Their mechanical, thermophysical properties at elevated temperatures were also investigated systematically. Although the thermal conductivity of HEB9 increased with elevated temperatures, it remained at a very low level (∼29 W/(m·K)) at 1273 K, nearly half that of HEB5. Interestingly, it is found that the thermal conduction of HEB9 and HEB5 was mainly contributed by electrons, suggeting their thermal conductivity could be roughly estimated from corresponding electrical conductivity values. Moreover, HEB9 exhibited a geometrically necessary dislocation density over 30 times greater than HEB5, likely contributing to its higher Vickers hardness and unique physical properties. Notably, the flexural strength of HEB9 at 1600 °C was even improved to 650.0 ± 86.3 MPa, compared to the value (559.7 ± 36.7 MPa) at room temperature without degradation, which was comparable to that of HEB5, although thermodynamic calculations indicated a lower melting point of HEB9 and grain boundary softening was occurred in HEB9 at higher temperatures. The excellent mechanical, electrical and thermophysical properties of HEB9 at elevated temperatures make it a competitive candidate for various high-temperature applications.