TiZrHf-based refractory high entropy alloys (RHEAs) are becoming the focus in advanced metal materials owing to the excellent mechanical properties under the condition of medium and high temperatures. Nevertheless, the strength of TiZrHf-based RHEAs at medium temperatures has hindered the further application. This work proposed a novel approach to improve the mechanical properties of TiZrHf-based RHEAs. An innovative series of Ti40Zr20Hf40-xCrx (x = 19, 24 and 29, denoted by HfCr19, HfCr24 and HfCr29, respectively) eutectic refractory high entropy alloys (ERHEAs) were designed and prepared. The designed Ti40Zr20Hf40-xCrx alloys can form lamellar eutectic structure including BCC/HCP phase and Laves precipitating phase in solidification with the decrease of Hf/Cr ratio. The microstructure of HfCr19 and HfCr24 alloys was composed of BCC, HCP and Laves phase, while the HfCr29 alloy consisted of BCC and Laves phase. The formation of HCP phase in the Ti40Zr20Hf40-xCrx alloy were attributed to the lattice of Ti0.5Zr0.5 phase reconstruction during the rapid cooling, which promoted the formation of isomers in the alloy. Hence, the part of BCC phase was transformed into HCP phase in the HfCr19 and HfCr24 alloys, and the lamellar eutectic structure consisted of BCC/HCP phase and Laves phase. In addition, compared with the near-eutectic HfCr19 and HfCr29 alloys, the HfCr24 alloy with a complete lamellar eutectic structure has higher compressive strength at room temperature, which can reach 1648.7 MPa. In addition, the compressive strength (1261.7 MPa) can still be achieved at 600 °C. This work successfully prepared a high-strength TiZrHf-based ERHEA, and the compression mechanical properties at room temperature and middle-high temperature were studied and analyzed.