In the face of the requirement that nuclear fusion reactor materials exhibit more excellent thermal, mechanical and physical properties, a novel refractory high-entropy alloy, WTaHfTiZr was proposed. The constituent elements were selected in consideration of low activation, high melting point and high thermostability. The alloys were prepared by arc melting. The as-cast alloy shows a dendrite microstructure with two disordered BCC phases, which caused by the preferential nucleation of W and Ta with much higher melting points during solidification. It exhibits a high compressive yield strength of 1,900 MPa and fracture strain of 8.1% at room temperature, and its yield strengths are up to 612 MPa at 700 °C and 203 MPa at 1,000 °C, respectively. The high strengths are attributed mainly to solid solution strengthening and second phase strengthening. This alloy shows great promise as one of the next-generation nuclear fusion reactor materials.