Technological advancements have consistently been accompanied by significant progress in materials science, with alloys serving as fundamental elements in engineering design. However, due to emerging demands of industry, these alloys face limitations forcing materials scientists to design new alloys and understand their phenomenological behavior. This article presents a comprehensive overview of the design and mechanical response of multicomponent alloys as the emerging promising solutions, ranging from high entropy alloys to complex concentrated alloys. The notable properties exhibited by the wide range of compositions, required special criteria to select the adequate candidates for specific structural applications. Despite their advantages, the article also highlights the difficulties, limitations and new perspectives in their design, as well as the importance of high-performance simulation for achieving effective multicomponent alloys.