The advancement of cutting-edge technologies, including hypersonic vehicles, aerospace transportation platforms, and fusion energy systems, is driving the transition in electromagnetic stealth requirements from room-temperature conditions to extreme environments. However, traditional wave-absorbing materials suffer severe performance degradation at temperatures above 500 ℃ or under corrosive and irradiated conditions. Owing to their unique thermodynamic stability and tunable multi-element structures, high-entropy materials provide a promising route to address these challenges. This review systematically summarizes the electromagnetic-wave absorption behavior and structural evolution of high-entropy alloys, high-entropy ceramics, and high-entropy MAX/MXene materials under extreme conditions such as oxidation (550–1600 ℃), salt-spray exposure, cryogenic temperatures, and thermal shock. Particular emphasis is placed on elucidating the mechanisms enabling efficient electromagnetic dissipation, including composition design, microstructural engineering, and multi-mode coupling. Reported studies indicate that these materials can achieve reflection losses below −30 dB and effective bandwidths exceeding 10 GHz across a variety of systems while maintaining excellent environmental stability. Future research opportunities include machine-learning-assisted multi-objective optimization, scalable fabrication strategies, and the development of sustainable high-entropy absorber systems for practical deployment in extreme environments.