In this review, we examine the latest experimental advances in materials science, focusing primarily on 5d transition metal-based double perovskite oxides, particularly rhenium (Re), osmium (Os), and iridium (Ir). These materials have attracted considerable attention because of their unique properties compared to conventional perovskite oxides, including high-TC ferrimagnetism, half-metallicity, insulating ferromagnetism, polar ferroelectricity, and multipolar magnetism. We have shown through many experiments that the high-temperature and high-pressure synthesis method is effective for introducing 5d transition metals such as Re, Os, and Ir into the B site of perovskite oxides. Here, we mainly discuss the high-pressure synthesis of novel double perovskite oxides and their properties. This process leads to characteristic relativistic effects and properties not observed in conventional perovskites. The adaptable nature of the double perovskite structure allows for significant modification of both A- and B-site elements, resulting in a wide range of physical properties. In this review, we will organize our understanding of Re-, Os-, and Ir-based double perovskites, highlight the influence of crystal structure on various properties, and explore potential applications across multiple technical and scientific domains. The goal is to provide a comprehensive overview that will enhance understanding and facilitate advances in the field of double perovskite materials research.