Metal oxides with high dielectric constant are extensively studied in the frame of substituting SiO2 as gate dielectric in nanoelectronic devices. Here, high‐k mixed HfO2/Nb2O5 oxides are prepared by a facile electrochemical route starting from sputtering‐deposited Hf–Nb alloys with several compositions. Transmission electron microscopy, grazing incidence X‐ray diffraction, and glow discharge optical emission spectroscopy are employed to study the oxide structures, disclosing a crystalline–amorphous transition of the electrochemically prepared oxides by increasing the Nb content. Photo‐electrochemical measurements allow the observation of optical transitions ascribed to localized states inside oxide bandgap induced by the presence of oxygen vacancies for Hf‐rich oxides. Impedance measurements, coupled with withstand voltage and leakage current estimates, provide a comprehensive view of the real dielectric properties of the oxides. The highest ε is estimated for the anodic oxide grown on Hf–39 at% Nb (i.e., 45) but thin film grown on Hf–57 at% Nb alloy shows the best dielectric properties, revealing high dielectric constant, high withstand voltage, and low leakage current. Promising equivalent oxide thickness (down to 0.38 nm) is estimated for the oxide thin layers. The electrochemical oxidation represents a valuable and reliable way to prepare high‐k thin oxide films with tailored and controlled dielectric properties.