Thermal barrier coating materials, commonly ceramics, are deposited on superalloy surfaces to improve their service temperature. However, the intrinsic brittleness and low thermal expansion coefficient of ceramic materials pose a great challenge to developing new materials to replace yttria-stabilized zirconia. Herein, entropy engineering is employed to fabricate multicomponent rare earth zirconates with a large thermal expansion coefficient, excellent mechanical properties and ultralow thermal conductivity, without sacrificing other properties. This work provides a new insight into developing novel ceramics with a combination of mechanical and thermophysical properties, which would be significant in material development for thermal barrier coatings, thermoelectric fields, etc.