Ceramics containing oxides of hafnium, zirconium, and rare earth metals can be considered as a base for development of thermal protection systems, which are in urgent demand for use at high temperature operation of aircraft and space vehicles. However, limited information on evaporation processes greatly limits the prospects of their applications as the operation temperatures are increasing. In this investigation, the information about the processes of evaporation and thermodynamic data determined by Knudsen effusion mass spectrometry in binary, ternary, and quaternary compositions based on oxides of hafnium, zirconium, and rare earth metals, which can be regarded as really important for such consideration, is discussed. A systematic comparison of rates of evaporation of samples in Sm2O3-Y2O3-ZrO2-HfO2, La2O3-Y2O3-ZrO2-HfO2, La2O3-Sm2O3-Y2O3-HfO2, La2O3-Sm2O3- ZrO2-HfO2, Gd2O3-Y2O3-HfO2, and Gd2O3-ZrO2-HfO2 systems at 2373 K is presented. The main factors influencing the evaporation rates of the hafnia- and zirconia-based ceramics are determined, including the chemical nature of the oxides, their content, temperature, and existence of the condensed phase compounds. The data of this investigation are of exceptional significance in preparation of the refractory systems, for example using physical vapor deposition, as well as the development of protective coating with unique physicochemical properties, which are valuable for application at high temperatures up to 3000 K.