The microstructure, mechanical properties at room temperature, oxidation, and wear behaviors of the MoNbTaW refractory high-entropy alloy (RHEA) at elevated temperatures are investigated. The as-deposited MoNbTaW RHEA maintains a single BCC structure and a dendritic morphology. Furthermore, it demonstrates a high yield stress of 1478 MPa and an ultimate yield stress of 1787 MPa at room temperature. The oxidation tests reveal that the oxidation rate constant initially decreases from 0.83 mg2 cm−4 h−1 to 0.78 mg2 cm−4 h−1, then increases to 12.43 mg2 cm−4 h−1 as the temperature rises from 500 °C to 800 °C. Additionally, a linear oxidation kinetic is observed at 500 and 600 °C, while at 800 °C, the parabolic oxidation kinetics is observed. The transition is linked to the development of a multilayer oxide layer structure and the formation of a thicker oxide scale. The results of wear tests at high-temperature show that the wear depth at 600 °C is about 24.886 μm, which is 3.9 times as much as 500 °C (6.437 μm). This indicates that the wear resistance is reduced at 600 °C. In addition, with the increase in temperature, the wear mechanism changes from adhesive wear to abrasive wear.