Over the years, the self-propagating high-temperature synthesis (SHS) has become an interesting research field to prepare a large numbers of advanced materials. Recently, the demands for high temperature advanced ceramics have further intensified the research on SHS for efficient material preparation. Several reviews, large numbers of papers and patents on various aspects of material production by SHS are available in literature. These are scattered and it is desirable to have a comprehensive review of the literatures that not only helps the researchers but also guide the beginners in this area. In this paper, we have emphasized our contributions on synthesis of various advanced high temperature ceramics, the borides, carbides, oxides and their composites by SHS processes. Several advantages and disadvantages of the SHS technique for advanced high temperature (HT) materials are highlighted. The preparation of nano-sized powders and finegrained in-situ high temperature ceramic composites through SHS is specially mentioned.