X‐ray free‐electron lasers (XFELs) have been widely used for applications such as X‐ray crystallography and magnetic spin probes because of their unprecedented performance. Recently, time‐resolved X‐ray magnetic circular dichroism (XMCD) with ultrafast XFEL pulses have made it possible to achieve an instantaneous view of atomic de‐excitation. However, owing to the narrow bandwidth and coherence of XFELs, X‐ray absorption spectroscopy (XAS) and XMCD are time‐ and effort‐consuming for both machine scientists and users of XFELs. In this work, an efficient scheme using a broadband XFEL pulse and single‐shot X‐ray spectrometer is proposed, in which the XAS and XMCD measurements can be accomplished with the same machine conditions. An evolutionary multi‐objective optimization algorithm is used to maximize the XFEL bandwidth offered by the Shanghai Soft X‐ray FEL user facility without additional hardware. A numerical example using MnO is demonstrated, showing that, by using approximately 1000 consecutive XFEL shots with a central photon energy of 650 eV and full bandwidth of 4.4%, precise spectral measurements for XAS and XMCD can be achieved. Additional considerations related to single‐shot XAS and XMCD are discussed.