As the extension of high-entropy alloy, entropy engineering has been already extensively used in thermoelectrics because it can guide the optimization of thermoelectric (TE) performance from the aspects of both electrical and thermal transports. Due to the inherent material gene-like feature, entropy can be used as a performance indicator to rapidly screen new multicomponent TE materials. In this review, we first reveal the reason why entropy can be used as the performance indicator of TE materials. The physical mechanisms of enhanced structure symmetry, improved Seebeck coefficient, and suppressed lattice thermal conductivity as a result of the increased configurational entropy are discussed. Then, the applications of entropy engineering in typical TE materials, such as liquid-like materials and IV-VI semiconductors, are outlined, and the approach to screen and identify candidate multicomponent TE materials with high configurational entropy is introduced. Finally, the future directions for entropy engineering are highlighted.