High Entropy Alloys (HEAs) is a fascinating field of research, with an increasing number of new alloys discovered. This would hardly be conceivable without the aid of materials modeling and the computational alloy design to investigate the immense compositional space. The simplicity of the microstructure achieved contrasts with the enormous complexity of its composition, which, in turn, increases the variety of property behavior observed. Simulation and modeling techniques are of paramount importance in the understanding of such material performance. There are numerous examples of how different models have explained the observed experimental results; yet, there are theories and approaches developed for conventional alloys, where the presence of one element is predominant, that need to be adapted or re-developed. In this paper, we review of the current state of the art of the modeling techniques applied to explain HEAs properties, identifying the potential new areas of research to improve the predictability of these techniques.