Thermoelectric (TE) generators that efficiently recycle a large portion of waste heat will be an important complementary energy technology in the future. While many efficient TE materials exist in the lower temperature region, few are efficient at high temperatures. Here, we present the high temperature properties of high-entropy alloys (HEAs), as a potential new class of high temperature TE materials. We show that their TE properties can be controlled significantly by changing the valence electron concentration (VEC) of the system with appropriate substitutional elements. Both the electrical and thermal transport properties in this system were found to decrease with a lower VEC number. Overall, the large microstructural complexity and lower average VEC in these types of alloys can potentially be used to lower both the total and the lattice thermal conductivity. These findings highlight the possibility to exploit HEAs as a new class of future high temperature TE materials.