The temperature‐resolved structure evolution of quinary and quaternary equimolar oxides containing Mg, Ni, Zn, Co, and Cu is investigated by in situ synchrotron diffraction. Important structural modifications occur already at mild temperatures and depend on the elements involved. All quaternary compounds with χ(Cu) = 0.25 within 250–500 °C show a tetragonal phase. The fraction of Cu dictates the degree of the tetragonal distortion: for χ(Cu) = 0.20 only local distortions are observed, which do not occur in the absence of Cu. Further heating restores the original cubic phase, followed by the segregation of other phases, which depend on the elements available. In the presence of both Cu and Mg, the segregation of guggenite is observed, a phase with a cation connectivity similar to the cubic high entropy oxide, but with a suitable coordination environment for Cu atoms by allowing strong elongation of octahedra. Guggenite acts as a buffer layer facilitating the gradual diffusion of Cu2+ from the cubic high entropy oxide to tenorite. To conclude, it is demonstrated for the first time that the demixing of the prototypal high entropy oxide does not involve just tenorite or binary oxides, it is rather mediated by the formation of guggenite.