High‐Entropy Materials: from Bulk to Sub‐nano

High‐entropy materials (HEMs), characterized by their unique compositions involving multiple principal elements and inherent configurational disorder, have emerged as a focal point of material science research since their introduction, owing to their exceptional structural stability and superior performance. The distinctive features of HEMs, including the high‐entropy effect, lattice distortion, sluggish diffusion, and the cocktail effect, have enabled their wide‐ranging applications in fields such as energy storage, catalysis, electronic devices, and beyond. This review systematically documents the evolution of HEMs synthesis, from traditional melting‐based methods for bulk material production to recent breakthroughs addressing the limitations of elemental immiscibility, ultimately enabling the precise multi‐path synthesis of nano‐ and sub‐nano materials. It comprehensively examines the controllable synthesis strategies across various dimensional scales, the principles of composition‐structure design, the precise regulation of multidimensional morphologies, and the multifunctional properties and applications enabled by the materials' multi‐component characteristics. Furthermore, this work prospectively explores emerging strategies that could drive the future development of HEMs, with particular emphasis on the potential synergies between high‐throughput experimentation, data‐driven approaches, chiral factors, entropy‐driven strategies, and advanced high‐resolution characterization techniques.