Oxides can experience structural transformations resulting from variations in cation oxidation states or coordination geometry upon thermal treatment. Whether such structural distortions can affect the stability of high-entropy oxides has not been studied. In this research, a new, high-entropy, lanthanide sesquioxide, Gd0.4Tb0.4Dy0.4Ho0.4Er0.4O3 solid solution having a single phase, cubic-bixbyite structure was synthesized, with no phase transformation from room temperature to 1650 degrees C. The phase stability was examined via both in situ and ex situ, high-temperature, synchrotron, X-ray powder diffraction. This high-entropy oxide could inhibit the phase transformations occurring in constituent monocation sesquioxides, Tb2O3 and Gd2O3, via random arrangement of multications.