Low‐dimensional high‐entropy alloy (HEA) nanomaterials are widely employed as electrocatalysts for energy conversion reactions, due to their inherent advantages, including high electron mobility, rich catalytically active site, optimal electronic structure. Moreover, the high‐entropy, lattice distortion, and sluggish diffusion effects also enable them to be promising electrocatalysts. A thorough understanding on the structure‐activity relationships of low‐dimensional HEA catalyst play a huge role in the future pursuit of more efficient electrocatalysts. In this review, we summarize the recent progress of low‐dimensional HEA nanomaterials for efficient catalytic energy conversion. By systematically discussing the fundamentals of HEA and properties of low‐dimensional nanostructures, we highlight the advantages of low‐dimensional HEAs. Subsequently, we also present many low‐dimensional HEA catalysts for electrocatalytic reactions, aiming to gain a better understanding on the structure‐activity relationship. Finally, a series of upcoming challenges and issues are also thoroughly proposed as well as their future directions.