The high‐entropy concept, extensively studied in alloys and ceramics, has produced intriguing results, but its use in thermoelectric materials is still in its infancy. This study introduces a pioneering high‐entropy half‐Heusler (hH) alloy, ZrTiNiFeSnSb, synthesized via arc melting and heat treatment. Phonon scattering from multiple elements significantly reduces the lattice thermal conductivity of the alloy, which decreases to a minimum of 3.5 Wm−1 K−1 (700 K) in this material. The experimental thermal data matches the density functional theory calculations for phonon dispersion, phonon group velocity, and Grüneisen parameters. This demonstrates that crystal distortion induced anharmonicity slows the alloy's phonon heat transport, which is suitable for thermoelectric applications. Notably possessing elevated electrical conductivity and a moderate Seebeck coefficient, this high‐entropy hH alloy emerges as a promising thermoelectric material for energy harvesting.