Thermoelectric materials, as a promising class of energy materials, can realize the direct conversion between heat and electricity. Half-Heusler thermoelectric materials have attracted considerable attention for high-temperature thermoelectric conversion applications due to their excellent thermoelectric and mechanical properties, and good thermal stability. Here, The development of half-Heusler thermoelectric materials in the past two decades are reviewed. The thermoelectric transport mechanism and the strategies targeting the optimization of the thermoelectric performance in typical 18-electron half-Heusler materials, for instance, ZrNiSn, NbFeSb, ZrCoSb, etc., are introduced, and the intrinsic defects and transport properties of emerging defective half-Heusler material, represented by nominal 19-electron half-Heusler system, are discussed. The recent achievements of half-Heusler thermoelectric devices are presented. Finally, the development trends of half-Heusler thermoelectric materials and devices are prospected.