For the first time, a powder of refractory body-centered cubic (bcc) HfTaTiNbZr-based high-entropy alloy (RHEA) was prepared by short-term (90 min) high-energy ball milling (HEBM) followed by spark plasma sintering (SPS) at 1300 °C for 10 min and the resultant bulk material was characterized by XRD and SEM/EDX. The material showed ultra-high Vickers hardness (10.7 GPa) and a density of 9.87 ± 0.18 g/cm³ (98.7%). Our alloy was found to consist of HfZrTiTaNb-based solid solution with bcc structure as a main phase, a hexagonal closest packed (hcp) Hf/Zr-based solid solution, and Me₂Fe phases (Me = Hf, Zr) as minor admixtures. Principal elements of the HEA phase were uniformly distributed over the bulk of HfTaTiNbZr-based alloy. Similar alloys synthesized without milling or in the case of low-energy ball milling (LEBM, 10 h) consisted of a bcc HEA and a Hf/Zr-rich hcp solid solution; in this case, the Vickers hardness of such alloys was found to have a value of 6.4 GPa and 5.8 GPa, respectively.