The mechanical properties of single-phase (Hf0.2,Nb0.2,Ta0.2,Ti0.2,Zr0.2)B2 ceramics with high purity were investigated. The resulting ceramics had relative density greater than 99%, and an average grain size of 4.3 ± 1.6 μm. At room temperature (RT), the Vickers hardness was 25.2 ± 0.6 GPa at a load of 0.49 N, Young's modulus was 551 ± 7 GPa, fracture toughness was 4.5 ± 0.4 MPa m1/2, and flexural strength was 507 ± 10 MPa. Flexural strength increased by more than 50% from 507 ± 10 MPa at RT to 776 ± 26 MPa at 1400°C. Strength remained above 750 MPa up to 2000°C, but decreased to 672 ± 18 MPa at 2100°C and the bars deformed during testing. No significant changes in residual porosity, average grain size, or oxide impurity levels were observed after testing at elevated temperatures. The increase in strength at elevated temperatures was attributed to healing of microcracks due to thermal expansion at high temperatures, and dislocation formation. The retention of strength up to 2000°C is presumably due to the lack of oxide impurities in the HEBs. This is the first reported study on the flexural strength up to 2100°C of dense and pure HEB ceramics.