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The structural, mechanical, and thermodynamic properties of refractory metals Rh, Ir, W, Ta, Nb, Mo, Re, and Os have been systematically investigated by first-principles calculations based on density functional theory. Comparative studies reveal that Young's modulus (E = 636.42 GPa), shear modulus (G = 256.81 GPa), bulk modulus (B = 406.55 GPa), and microhardness (H = 44.69 GPa) of hexagonal Os are the highest, which reveals Os has the best overall mechanical properties. The body-centered cubic Nb has the smallest Young's modulus (E = 94.76 GPa), shear modulus (G = 33.62 GPa), bulk modulus (B = 174.50 GPa), and hardness (H = 2.04 GPa). Based on the ratio of bulk to shear modulus, it is judged that Rh, Ir, and Os are brittle materials (B/G < 1.75), and Nb, Ta, Mo, W, and Re exhibit ductile (B/G > 1.75). The elastic anisotropy has also been discussed by plotting both the 3D contours and the 2D planar projections of Young's modulus. For the face-centered cubic metals Rh and Ir and hexagonal close-packed metals Re and Os, the 3D contours of the Young's modulus are very similar, whereas body-centered cubic metals Ta, W, Nb, and Mo exhibit significant difference in elastic anisotropy. The thermodynamic calculations show that Debye temperature and minimum thermal conductivity decreases along Rh, Os, Mo, Ir, Re, W, Ta, Nb sequence. Furthermore, the results can be used as a general guidance for the design and development of high temperature refractory alloy system.