Six high-entropy rare earth tetraborides of the tetragonal UB4-prototyped structure have been successfully synthesized for the first time. The specimens are prepared from elemental precursors via high-energy ball mill and in-situ reactive spark plasma sintering. The sintered specimens are >98 % in relative densities without detectable oxide impurities (albeit the presence of minor hexaborides in some compositions). No detectable secondary phase is observed in the composition (Y0.2Nd0.2Sm0.2Gd0.2Tb0.2)B4, which is proven homogeneous at both microscale and nanoscale. The Vickers microhardness are determined to be ∼13−15 GPa at a standard indentation load of 9.8 N. A scientifically interesting observation is represented by the anisotropic lattice distortion from the rule-of-mixture averages. This work expands the family of high-entropy ceramics via fabricating a new class of high-entropy borides with a unique tetragonal quasi-layered crystal structure.