Refractory high-entropy alloys (RHEAs) have emerged as an innovative and promising class of high-entropy alloys that are primarily composed of multiple refractory elements, such as Ta, Nb, Mo, W, and Hf. These elements confer to the RHEAs with exceptional mechanical properties at high temperature, including excellent strength and stability. In addition to their desirable high-temperature performance, RHEAs also exhibit remarkable resistance to oxidation, wear, corrosion, and radiation. These resistance characteristics grant them potential as application materials in extreme environments, such as aerospace, nuclear reactors, and high-performance industrial machinery. As application materials, RHEAs have attracted evergrowing attention as the candidate materials to replace the traditional nickel-based superalloys due to their single solid solution phases and excellent stability in terms of structure and performance. Although they are promising, RHEAs fabricated using traditional methods, such as casting and powder metallurgy, present several shortcomings that limit their widespread application. It is often difficult to achieve a uniform composition in RHEAs that are prepared by conventional arc melting, which results in significant elemental segregation. Additionally, the size of the ingots prepared by this way is restricted to a small, button-like scale due to the limitations of the casting molds. These drawbacks significantly restrict the development, customization, and application of RHEAs in various industries, underscoring the need for advanced manufacturing techniques that can overcome these restrictions. Laser additive manufacturing (LAM) has emerged as a transformative approach to addressing the abovementioned challenges. By utilizing a high-energy density laser beam as a heat source, LAM enables a “discrete-stacking” or layer-by-layer forming process that can be precisely controlled through computer-aided design. This process offers exceptional flexibility in the manufacture of complex shapes, the fine-tuning of alloy composition, and the achievement of a uniform microstructure, thereby minimizing problems such as elemental segregation. Additionally, laser cladding (LC), which is a subset of LAM, provides the ability to deposit coatings that demonstrate superior mechanical and chemical properties to the surface of substrates, which further expands the application potential of RHEAs. This study presents a comprehensive review of current research on the LC of RHEAs while focusing on the unique microstructures and properties of RHEA coatings (RHEACs). It delves into the influences of alloy composition and processing parameters on the phase composition, microstructure, microhardness, as well as abrasion, oxidation, and corrosion resistances of RHEACs. Furthermore, this review discusses the evolution of RHEAC microstructure during the LC process and how it affects the performance of the coatings. Lastly, this review summarizes the current state of research on LC-RHEAs and outlines future development trends. It also highlights key challenges such as optimizing processing parameters, improving coating-substrate bonding, and tailoring microstructures for enhanced performance to guide future research studies and industrial applications.