As high-entropy alloys (HEAs) are being actively explored for next-generation structural materials, gaining a comprehensive understanding of their creep, fatigue, and fracture behaviors is indispensable. These three aspects of mechanical properties are particularly important because (i) creep resistance dictates an alloy’s high-temperature applications; (ii) fatigue failure is the most frequently encountered failure mode in the service life of a material; (iii) fracture is the very last step that a material loses its load-carrying capability. In consideration of their importance in designing HEAs toward applicable structural materials, this article offers a comprehensive review on what has been accomplished so far in these three topics. The sub-topics covered include a comparison of different creep testing methods, creep-parameter extraction, creep mechanism, high-cycle fatigue S–N relation, fatigue-crack-growth behavior, fracture toughness, fracture under different loading conditions, and fractography. Directions for future efforts are suggested in the end.