Due to their exceptional mechanical capabilities and microstructural stability, high-entropy alloys (HEAs) have emerged as a revolutionary materials class. New opportunities for designing and producing sophisticated components with customised qualities have been made available due to incorporating HEAs with advanced additive manufacturing (AM) processes, including selective laser melting and direct laser deposition. Within the scope of this work, a critical analysis of the microstructural characterisation and mechanical behaviour of HEAs that were manufactured utilising AM is presented. The paper addresses the mechanical properties that develop due to the processing factors, such as hardness, ductility strength, and high-temperature stability. It also shows the effect that parameters put on processing have on the microstructure, which includes grain morphology and phase distribution. In addition to this, the article investigates the various uses of AM-processed HEAs in industrial sectors like the aerospace industry, automobile industry, biomedical industry, and the energy sector. To give a comprehensive summary of the current status of HEAs in additive manufacturing and the future prospects of these materials, the problems connected with the cost, process optimisation, and material design are also covered.