In general, for dimensions $n>5$ we don't have topological obstructions to the existence of Einstein metrics (like as Hitchin-Thorpe inequality when $n=4$).
However, there exist compact homogeneous Riemannian manifolds with no $G$-invariant Einstein metrics. In this case, one works with cosets $M=G/K$ of a compact Lie group $G\subset {\rm Isom}(M)$ and the Einstein equation $Ric = c \cdot g$ is written with respect to a $G$-invariant Riemannian metric $g$ on $M=G/K$. For such a metric the Einstein equation reduces to a polynomial system and positive real solutions correspond to invariant Einstein metrics.
In particular, let $\frak{g}=\frak{k}\oplus\frak{m}$ be a reductive decomposition for $M=G/K$ (such an orthogonal decomposition always exists for a homogeneous Riemannian manifold $(M=G/K, g)$). For simplicity, let us assume that the tangent space ${\frak{m}}\cong T_{o}G/K$ decomposes into $q$ pairwise inequivalent isotropy summands (i.e., irreducible $Ad(K)$-submodules)
$ \frak{m}= \frak{m}_1 \oplus \frak{m}_2 +\oplus ..... \oplus \frak{m}_q. $
Then any $G$-invariant Riemannian metric is given by
$ g = < , > = x_1\cdot (-B)|_{\frak{m}_1}+\cdots+x_s\cdot (-B)|_{\frak{m}_q} $
for some positive real numbers $x_1, x_2, ... x_q$, where $-B$ denotes the negative of the Killing form of $\frak{g}$ (restricted on $\frak{m}$).
Homogeneous Einstein metrics are positive real solutions of the system $\{r_1-r_2=0, ...., r_{q-1}-r_{q}=0\}$ where $r_{i}$ are the components of the invariant Ricci tensor on any isotropy summand. These are given by
\begin{equation}\label{ricc} r_{k}=\frac{1}{2x_{k}}+\frac{1}{4d_{k}}\sum_{i, j}\frac{x_{k}}{x_{i}x_{j}}[ijk]-\frac{1}{2d_{k}}\sum_{i, j}\frac{x_{j}}{x_{k}x_{i}}[kij], \qquad (k=1, \ldots, q). \end{equation} Here $[ijk]$ are the structure constants of $G/K$. Their computation is usually non-trivial. For particular classes of homogeneous spaces (e.g. isotropy irreducible), they are related with the Casimir operator of $\frak{g}$. They are non-zero only for these triples $\frak{m}_i$, $\frak{m}_j$, $\frak{m}_k$, for which
$B([\frak{m}_i, \frak{m}_j], \frak{m}_k)\neq 0$.
Notice that the study of homogeneous Einstein metrics becomes more complicated if some of the isotropy summands are equivalent each other. Finally, it turns out that there are several homogeneous spaces with no invariant Einstein metrics. For example, we know by M. Wang and W. Ziller that the 12-dimensional space $SU(4)/SU(2)$ does not admit any homogeneous Einstein metric.
see: M. Wang and W. Ziller: Existence and non-existence of homogeneous Einstein metrics, Invent.~Math.~84 (1986) 177--194.
This space seems to be the lowest dimensional example of a compact homogeneous manifold with no invariant Einstein metrics.
Other interesting examples of compact homogeneous spaces with no invariant Einstein metrics have been presented for instance by
J-S. Park and Y. Sakane: Invariant Einstein metrics on certain homogeneous spaces, Tokyo J. Math. 20 (1) (1997) 51--61.
We mention that less are know about the problem of non-homogeneous Einstein metrics on homogeneous spaces (see the work of Page, or Bohm for the existence of non homogeneous Einstein metrics.)
For non-compact homogeneous manifolds (solvmanifolds, etc) we refer the reader to J. Heber's work and the references therein, although a lot of progress has been made in the last decade in this case too (see the works of Laurent, Tamaru, and others).
J. Heber: Non-compact homogeneous Einstein space, Invent.~ Math.~133 (1998) 279-352.