Four kinds of high-entropy oxides (HEOs) with compositions of Y0.2Zr0.2Hf0.2Ce0.2X0.2O2−δ (X=La, Nd, Gd, Dy, abbreviated as HEO-La, Nd, Gd, Dy, respectively) are synthesized by solid-state-reaction method combined with conventional sintering in air atmosphere at 1600 °C for 10h. These HEOs have a fluorite-structured phase with homogeneous element distribution. The thermal conductivity (κ) of these four samples is in 1.68–2.18W·m-1·K-1 in 25–900 °C. At 800 °C and 900 °C, the κ value of HEO-Gd is lower than those of the HEO-La, Nd, Dy, yttria-stabilized zirconia (YSZ) and some other HEOs with various crystal structures ((Gd0.2Dy0.2Ho0.2Er0.2Tm0.2)Ta3O9, (La0.25Eu0.25Gd0.25Yb0.25)2Zr2O7, (Sm0.2Dy0.2Ho0.2Er0.2Yb0.2)NbO4, Hf0.25Zr0.25Ce0.25Gd0.125Ca0.125O2-δ and Sr(Y0.2Sm0.2Gd0.2Dy0.2Yb0.2)O4). The sample of HEO-Gd has the highest thermal expansion coefficient (CTE) (12.1×10-6K-1) and fracture toughness (KIC) (2.5MPa·m1/2) among HEO-La, Nd, Gd, Dy. Its KIC value is higher than those of other HEOs mentioned above. In addition, HEO-Gd exhibits a better oxygen barrier property compared with YSZ in 450–700 °C. These results indicate that HEO-Gd is a promising candidate as high-temperature thermal insulation ceramic.