Due to its excellent mechanical properties and high-temperature thermal stability, half-Heusler (HH) alloy has become one of the most promising medium- and high-temperature thermoelectric materials. However, its high intrinsic lattice thermal conductivity prevents further improvement of its thermoelectric properties. In this paper, the P-type ZrCoSb0.85Sn0.15 alloy is taken as the research object. Based on the isomorphic alloying of (Nb0.8Ta0.2)0.8Ti0.2FeSb with excellent P-type thermoelectric properties, high-entropy HH alloys (ZrCoSb0.85Sn0.15)1-x[(Nb0.8Ta0.2)0.8Ti0.2FeSb]x (x=0, 0.2, 0.3, 0.4, 0.5) were designed and prepared by magnetic levitation melting and spark plasma sintering. Microstructure analysis reveals that the isomorphic alloying strategy introduces many multi-scale and multi-contrast second phases, which effectively enhance the scattering of phonons. When the isomorphic alloying content is 0.3, the lattice thermal conductivity decreases by 35% from 4.72 W·m-1·K-1 for ZrCoSb0.85Sn0.15 to 3.07 W·m-1·K-1 at 923 K. However, due to the complex doping effect between the multi-site alloyed elements, the electrical conductivity and Seebeck coefficient decrease simultaneously, resulting in a certain decrease in the thermoelectric figure of merit. This work shows that the high-entropy alloy design approach is a powerful measure for reducing the lattice thermal conductivity of HH thermoelectric alloys.