Due to their inherent chemical complexity and their refractory nature, the obtainment of highly dense and single-phase high entropy (HE) diborides represents a very hard target to achieve. In this framework, homogeneous (Hf_0.2Nb_0.2Ta_0.2Mo_0.2Ti_0.2)B₂, (Hf_0.2Zr_0.2Ta_0.2Mo_0.2Ti_0.2)B₂, and (Hf_0.2Zr_0.2Nb_0.2Mo_0.2Ti_0.2)B₂ ceramics with high relative densities (97.4, 96.5, and 98.2%, respectively) were successfully produced by spark plasma sintering (SPS) using powders prepared by self-propagating high-temperature synthesis (SHS). Although the latter technique did not lead to the complete conversion of initial precursors into the prescribed HE phases, such a goal was fully reached after SPS (1950 °C/20 min/20 MPa). The three HE products showed similar and, in some cases, even better mechanical properties compared to ceramics with the same nominal composition attained using alternative processing methods. Superior Vickers hardness and elastic modulus values were found for the (Hf_0.2Nb_0.2Ta_0.2Mo_0.2Ti_0.2)B₂ and the (Hf_0.2Zr_0.2Ta_0.2Mo_0.2Ti_0.2)B₂ systems, i.e., 28.1 GPa/538.5 GPa and 28.08 GPa/498.1 GPa, respectively, in spite of the correspondingly higher residual porosities (1.2 and 2.2 vol.%, respectively). In contrast, the third ceramic, not containing tantalum, displayed lower values of these two properties (25.1 GPa/404.5 GPa). However, the corresponding fracture toughness (8.84 MPa m^1/2) was relatively higher. This fact can be likely ascribed to the smaller residual porosity (0.3 vol.%) of the sintered material.