Silicides are known for their exceptional high-temperature properties and especially their oxidation resistance. In this study we want to combine the high-entropy concept, which has proven to enhance high-temperature properties of nitrides and borides, with the already good oxidation resistance and thermal stability of binary silicides. Therefore, we investigate the structure, mechanical properties, and thermal stability (in vacuum and ambient air) of refractory-metal based high-entropy silicides. The investigated coatings are synthesized by magnetron sputtering and show a single-phased hexagonal structure. The hardness and indentation modulus are with 17.3 ± 0.3 GP and 322 ± 5 GPa in the range of binary transition metal (TM) silicides. Upon oxidation several complex TM-oxides are formed leading to significantly decreased mechanical properties. Vacuum annealing of coated sapphire substrates up to 1200 °C leads to an increase of the hardness to ~19 GPa which might be attributed to a slight age-hardening effect as different silicide phases are detected by XRD. Annealing up to 1400 °C leads to recovery and recrystallisation and causes a drop the hardness to ~12 GPa.