Thermal barrier coating (TBC) materials can improve energy conversion efficiency and reduce fossil fuel use. Herein, novel rare earth tantalates RETaO4, as promising candidates for TBCs, were reassembled into multi-component solid solutions with a monoclinic structure to further depress thermal conductivity via an entropy strategy. The formation mechanisms of oxygen vacancy defects, dislocations, and ferroelastic domains associated with the thermal conductivity are demonstrated by aberration-corrected scanning transmission electron microscopy. Compared to single-RE RETaO4 and 8YSZ, the intrinsic thermal conductivity of (5RE1/5)TaO4 was decreased by 35%–47% and 57%–69% at 1200 ℃, respectively, which is likely attributed to multi-scale phonon scattering from Umklapp phonon–phonon, point defects, domain structures, and dislocations.