diff --git a/homeassistant/components/rfxtrx/__init__.py b/homeassistant/components/rfxtrx/__init__.py
index e4b565cd5d9..54863f86332 100644
--- a/homeassistant/components/rfxtrx/__init__.py
+++ b/homeassistant/components/rfxtrx/__init__.py
@@ -24,7 +24,7 @@ from homeassistant.const import (
     UV_INDEX,
 )
 import homeassistant.helpers.config_validation as cv
-from homeassistant.helpers.entity import Entity
+from homeassistant.helpers.restore_state import RestoreEntity
 
 from .const import (
     ATTR_EVENT,
@@ -92,9 +92,15 @@ def _bytearray_string(data):
         raise vol.Invalid("Data must be a hex string with multiple of two characters")
 
 
+def _ensure_device(value):
+    if value is None:
+        return DEVICE_DATA_SCHEMA({})
+    return DEVICE_DATA_SCHEMA(value)
+
+
 SERVICE_SEND_SCHEMA = vol.Schema({ATTR_EVENT: _bytearray_string})
 
-DEVICE_SCHEMA = vol.Schema(
+DEVICE_DATA_SCHEMA = vol.Schema(
     {
         vol.Optional(CONF_DEVICE_CLASS): DEVICE_CLASSES_SCHEMA,
         vol.Optional(CONF_FIRE_EVENT, default=False): cv.boolean,
@@ -110,7 +116,7 @@ BASE_SCHEMA = vol.Schema(
     {
         vol.Optional(CONF_DEBUG, default=False): cv.boolean,
         vol.Optional(CONF_AUTOMATIC_ADD, default=False): cv.boolean,
-        vol.Optional(CONF_DEVICES, default={}): {cv.string: DEVICE_SCHEMA},
+        vol.Optional(CONF_DEVICES, default={}): {cv.string: _ensure_device},
     }
 )
 
@@ -337,7 +343,7 @@ def get_device_id(device, data_bits=None):
     return (f"{device.packettype:x}", f"{device.subtype:x}", id_string)
 
 
-class RfxtrxDevice(Entity):
+class RfxtrxDevice(RestoreEntity):
     """Represents a Rfxtrx device.
 
     Contains the common logic for Rfxtrx lights and switches.
@@ -348,6 +354,7 @@ class RfxtrxDevice(Entity):
         self.signal_repetitions = signal_repetitions
         self._name = f"{device.type_string} {device.id_string}"
         self._device = device
+        self._event = None
         self._state = None
         self._device_id = device_id
         self._unique_id = "_".join(x for x in self._device_id)
@@ -355,6 +362,17 @@ class RfxtrxDevice(Entity):
         if event:
             self._apply_event(event)
 
+    async def async_added_to_hass(self):
+        """Restore RFXtrx device state (ON/OFF)."""
+        if self._event:
+            return
+
+        old_state = await self.async_get_last_state()
+        if old_state is not None:
+            event = old_state.attributes.get(ATTR_EVENT)
+            if event:
+                self._apply_event(get_rfx_object(event))
+
     @property
     def should_poll(self):
         """No polling needed for a RFXtrx switch."""
@@ -365,6 +383,13 @@ class RfxtrxDevice(Entity):
         """Return the name of the device if any."""
         return self._name
 
+    @property
+    def device_state_attributes(self):
+        """Return the device state attributes."""
+        if not self._event:
+            return None
+        return {ATTR_EVENT: "".join(f"{x:02x}" for x in self._event.data)}
+
     @property
     def is_on(self):
         """Return true if device is on."""
@@ -391,6 +416,7 @@ class RfxtrxDevice(Entity):
 
     def _apply_event(self, event):
         """Apply a received event."""
+        self._event = event
 
     def _send_command(self, command, brightness=0):
         rfx_object = self.hass.data[DATA_RFXOBJECT]
diff --git a/homeassistant/components/rfxtrx/binary_sensor.py b/homeassistant/components/rfxtrx/binary_sensor.py
index 8ec67d4a902..33ef6893c52 100644
--- a/homeassistant/components/rfxtrx/binary_sensor.py
+++ b/homeassistant/components/rfxtrx/binary_sensor.py
@@ -12,6 +12,7 @@ from homeassistant.const import (
 )
 from homeassistant.core import callback
 from homeassistant.helpers import event as evt
+from homeassistant.helpers.restore_state import RestoreEntity
 
 from . import (
     CONF_AUTOMATIC_ADD,
@@ -25,6 +26,7 @@ from . import (
     get_rfx_object,
 )
 from .const import (
+    ATTR_EVENT,
     COMMAND_OFF_LIST,
     COMMAND_ON_LIST,
     DATA_RFXTRX_CONFIG,
@@ -105,7 +107,7 @@ async def async_setup_entry(
         )
 
 
-class RfxtrxBinarySensor(BinarySensorEntity):
+class RfxtrxBinarySensor(BinarySensorEntity, RestoreEntity):
     """A representation of a RFXtrx binary sensor."""
 
     def __init__(
@@ -120,7 +122,7 @@ class RfxtrxBinarySensor(BinarySensorEntity):
         event=None,
     ):
         """Initialize the RFXtrx sensor."""
-        self.event = None
+        self._event = None
         self._device = device
         self._name = f"{device.type_string} {device.id_string}"
         self._device_class = device_class
@@ -141,6 +143,13 @@ class RfxtrxBinarySensor(BinarySensorEntity):
         """Restore RFXtrx switch device state (ON/OFF)."""
         await super().async_added_to_hass()
 
+        if self._event is None:
+            old_state = await self.async_get_last_state()
+            if old_state is not None:
+                event = old_state.attributes.get(ATTR_EVENT)
+                if event:
+                    self._apply_event(get_rfx_object(event))
+
         self.async_on_remove(
             self.hass.helpers.dispatcher.async_dispatcher_connect(
                 SIGNAL_EVENT, self._handle_event
@@ -152,6 +161,13 @@ class RfxtrxBinarySensor(BinarySensorEntity):
         """Return the device name."""
         return self._name
 
+    @property
+    def device_state_attributes(self):
+        """Return the device state attributes."""
+        if not self._event:
+            return None
+        return {ATTR_EVENT: "".join(f"{x:02x}" for x in self._event.data)}
+
     @property
     def data_bits(self):
         """Return the number of data bits."""
@@ -221,6 +237,7 @@ class RfxtrxBinarySensor(BinarySensorEntity):
 
     def _apply_event(self, event):
         """Apply command from rfxtrx."""
+        self._event = event
         if event.device.packettype == DEVICE_PACKET_TYPE_LIGHTING4:
             self._apply_event_lighting4(event)
         else:
diff --git a/homeassistant/components/rfxtrx/cover.py b/homeassistant/components/rfxtrx/cover.py
index 829ff9c8110..a3cefb42cb7 100644
--- a/homeassistant/components/rfxtrx/cover.py
+++ b/homeassistant/components/rfxtrx/cover.py
@@ -2,7 +2,7 @@
 import logging
 
 from homeassistant.components.cover import CoverEntity
-from homeassistant.const import CONF_DEVICES, STATE_OPEN
+from homeassistant.const import CONF_DEVICES
 from homeassistant.core import callback
 from homeassistant.helpers.restore_state import RestoreEntity
 
@@ -86,10 +86,6 @@ class RfxtrxCover(RfxtrxDevice, CoverEntity, RestoreEntity):
         """Restore RFXtrx cover device state (OPEN/CLOSE)."""
         await super().async_added_to_hass()
 
-        old_state = await self.async_get_last_state()
-        if old_state is not None:
-            self._state = old_state.state == STATE_OPEN
-
         self.async_on_remove(
             self.hass.helpers.dispatcher.async_dispatcher_connect(
                 SIGNAL_EVENT, self._handle_event
@@ -120,6 +116,7 @@ class RfxtrxCover(RfxtrxDevice, CoverEntity, RestoreEntity):
 
     def _apply_event(self, event):
         """Apply command from rfxtrx."""
+        super()._apply_event(event)
         if event.values["Command"] in COMMAND_ON_LIST:
             self._state = True
         elif event.values["Command"] in COMMAND_OFF_LIST:
diff --git a/homeassistant/components/rfxtrx/light.py b/homeassistant/components/rfxtrx/light.py
index c248d8b8307..649be7be3fe 100644
--- a/homeassistant/components/rfxtrx/light.py
+++ b/homeassistant/components/rfxtrx/light.py
@@ -8,9 +8,8 @@ from homeassistant.components.light import (
     SUPPORT_BRIGHTNESS,
     LightEntity,
 )
-from homeassistant.const import CONF_DEVICES, STATE_ON
+from homeassistant.const import CONF_DEVICES
 from homeassistant.core import callback
-from homeassistant.helpers.restore_state import RestoreEntity
 
 from . import (
     CONF_AUTOMATIC_ADD,
@@ -93,7 +92,7 @@ async def async_setup_entry(
         hass.helpers.dispatcher.async_dispatcher_connect(SIGNAL_EVENT, light_update)
 
 
-class RfxtrxLight(RfxtrxDevice, LightEntity, RestoreEntity):
+class RfxtrxLight(RfxtrxDevice, LightEntity):
     """Representation of a RFXtrx light."""
 
     _brightness = 0
@@ -102,17 +101,6 @@ class RfxtrxLight(RfxtrxDevice, LightEntity, RestoreEntity):
         """Restore RFXtrx device state (ON/OFF)."""
         await super().async_added_to_hass()
 
-        old_state = await self.async_get_last_state()
-        if old_state is not None:
-            self._state = old_state.state == STATE_ON
-
-        # Restore the brightness of dimmable devices
-        if (
-            old_state is not None
-            and old_state.attributes.get(ATTR_BRIGHTNESS) is not None
-        ):
-            self._brightness = int(old_state.attributes[ATTR_BRIGHTNESS])
-
         self.async_on_remove(
             self.hass.helpers.dispatcher.async_dispatcher_connect(
                 SIGNAL_EVENT, self._handle_event
@@ -147,6 +135,7 @@ class RfxtrxLight(RfxtrxDevice, LightEntity, RestoreEntity):
 
     def _apply_event(self, event):
         """Apply command from rfxtrx."""
+        super()._apply_event(event)
         if event.values["Command"] in COMMAND_ON_LIST:
             self._state = True
         elif event.values["Command"] in COMMAND_OFF_LIST:
diff --git a/homeassistant/components/rfxtrx/sensor.py b/homeassistant/components/rfxtrx/sensor.py
index 7c540672c9a..e105c463b3b 100644
--- a/homeassistant/components/rfxtrx/sensor.py
+++ b/homeassistant/components/rfxtrx/sensor.py
@@ -11,7 +11,7 @@ from homeassistant.components.sensor import (
 )
 from homeassistant.const import CONF_DEVICES
 from homeassistant.core import callback
-from homeassistant.helpers.entity import Entity
+from homeassistant.helpers.restore_state import RestoreEntity
 
 from . import (
     CONF_AUTOMATIC_ADD,
@@ -21,7 +21,7 @@ from . import (
     get_device_id,
     get_rfx_object,
 )
-from .const import DATA_RFXTRX_CONFIG
+from .const import ATTR_EVENT, DATA_RFXTRX_CONFIG
 
 _LOGGER = logging.getLogger(__name__)
 
@@ -113,12 +113,12 @@ async def async_setup_entry(
         hass.helpers.dispatcher.async_dispatcher_connect(SIGNAL_EVENT, sensor_update)
 
 
-class RfxtrxSensor(Entity):
+class RfxtrxSensor(RestoreEntity):
     """Representation of a RFXtrx sensor."""
 
     def __init__(self, device, device_id, data_type, event=None):
         """Initialize the sensor."""
-        self.event = None
+        self._event = None
         self._device = device
         self._name = f"{device.type_string} {device.id_string} {data_type}"
         self.data_type = data_type
@@ -136,6 +136,13 @@ class RfxtrxSensor(Entity):
         """Restore RFXtrx switch device state (ON/OFF)."""
         await super().async_added_to_hass()
 
+        if self._event is None:
+            old_state = await self.async_get_last_state()
+            if old_state is not None:
+                event = old_state.attributes.get(ATTR_EVENT)
+                if event:
+                    self._apply_event(get_rfx_object(event))
+
         self.async_on_remove(
             self.hass.helpers.dispatcher.async_dispatcher_connect(
                 SIGNAL_EVENT, self._handle_event
@@ -149,9 +156,9 @@ class RfxtrxSensor(Entity):
     @property
     def state(self):
         """Return the state of the sensor."""
-        if not self.event:
+        if not self._event:
             return None
-        value = self.event.values.get(self.data_type)
+        value = self._event.values.get(self.data_type)
         return self._convert_fun(value)
 
     @property
@@ -162,9 +169,9 @@ class RfxtrxSensor(Entity):
     @property
     def device_state_attributes(self):
         """Return the device state attributes."""
-        if not self.event:
+        if not self._event:
             return None
-        return self.event.values
+        return {ATTR_EVENT: "".join(f"{x:02x}" for x in self._event.data)}
 
     @property
     def unit_of_measurement(self):
@@ -192,7 +199,7 @@ class RfxtrxSensor(Entity):
 
     def _apply_event(self, event):
         """Apply command from rfxtrx."""
-        self.event = event
+        self._event = event
 
     @callback
     def _handle_event(self, event, device_id):
diff --git a/homeassistant/components/rfxtrx/switch.py b/homeassistant/components/rfxtrx/switch.py
index c890e162b2c..7b2a23c1624 100644
--- a/homeassistant/components/rfxtrx/switch.py
+++ b/homeassistant/components/rfxtrx/switch.py
@@ -4,7 +4,7 @@ import logging
 import RFXtrx as rfxtrxmod
 
 from homeassistant.components.switch import SwitchEntity
-from homeassistant.const import CONF_DEVICES, STATE_ON
+from homeassistant.const import CONF_DEVICES
 from homeassistant.core import callback
 from homeassistant.helpers.restore_state import RestoreEntity
 
@@ -96,10 +96,6 @@ class RfxtrxSwitch(RfxtrxDevice, SwitchEntity, RestoreEntity):
         """Restore RFXtrx switch device state (ON/OFF)."""
         await super().async_added_to_hass()
 
-        old_state = await self.async_get_last_state()
-        if old_state is not None:
-            self._state = old_state.state == STATE_ON
-
         self.async_on_remove(
             self.hass.helpers.dispatcher.async_dispatcher_connect(
                 SIGNAL_EVENT, self._handle_event
@@ -108,6 +104,7 @@ class RfxtrxSwitch(RfxtrxDevice, SwitchEntity, RestoreEntity):
 
     def _apply_event(self, event):
         """Apply command from rfxtrx."""
+        super()._apply_event(event)
         if event.values["Command"] in COMMAND_ON_LIST:
             self._state = True
         elif event.values["Command"] in COMMAND_OFF_LIST: