High Entropy Alloys (HEAs) are a versatile material with unique properties, tailored for various applications. They enable pH‐sensitive electrocatalytic transformations like hydrogen evolution reaction (HER) and hydrogen oxidation reactions (HOR) in alkaline media. Mesoporous nanostructures with high surface area are preferred for these electrochemical reactions, but designing mesoporous HEA sis challenging. To overcome this challenge, a low‐temperature triblock copolymer‐assisted wet‐chemical approach is developed to produce mesoporous HEA nanospheres composed of PtPdRuMoNi systems with sufficient entropic mixing. Owing to active sites with inherent entropic effect, mesoporous features, and increased accessibility, optimized HEA nanospheres promote strong HER/HOR performance in alkaline medium. At 30 mV nominal overpotential, it exhibits a mass activity of ≈167 (HER) and 151 A gPt−1 (HOR), far exceeding commercial Pt‐C electrocatalysts (34 and 48 A gPt−1) and many recently reported various alloys. The Mott‐Schottky analysis reveals HEA nanospheres inherit high charge carrier density, positive flat band potential, and smaller charge transfer barrier, resulting in better activity and faster kinetics. This micelle‐assisted synthetic enable the exploration of the compositional and configurational spaces of HEAs at relatively low temperature, while simultaneously facilitating the introduction of mesoporous nanostructures for a wide range of catalytic applications.