High-entropy alloys (HEAs) involving more than four elements, as emerging alloys, have brought about a paradigm shift in material design. The unprecedented compositional diversities and structural complexities of HEAs endow multidimensional exploration space and great potential for practical benefits, as well as a formidable challenge for synthesis. To further optimize performance and promote advanced applications, it is essential to synthesize HEAs with desired characteristics to satisfy the requirements in the application scenarios. The properties of HEAs are highly related to their chemical compositions, microstructure, and morphology. In this review, a comprehensive overview of the controllable synthesis of HEAs is provided, ranging from composition design to morphology control, structure construction, and surface/interface engineering. The fundamental parameters and advanced characterization related to HEAs are introduced. We also propose several critical directions for future development. This review can provide insight and an in-depth understanding of HEAs, accelerating the synthesis of the desired HEAs.