Photothermal materials with broadband optical absorption and high conversion efficiency are intensively pursued to date. Here, proposing by the d‐d interband transitions, we report an unprecedented high‐entropy alloy FeCoNiTiVCrCu nanoparticles that the energy regions below and above the Fermi level (±4 eV) have been fully filled by the 3d transition metals, which realizes an average absorbance greater than 96 % in the entire solar spectrum (wavelength of 250 to 2500 nm). Furthermore, we also calculated the photothermal conversion efficiency and the evaporation rate towards the steam generation. Due to its pronounced full light capture and ultrafast local heating, our high‐entropy‐alloy nanoparticle‐based solar steam generator has over 98 % efficiency under one sun irradiation, meanwhile enabling a high evaporation rate of 2.26 kg m−2 h−1.