CuIn1‐xGaxSe2 and CuIn(SySe1‐y)2 bulk materials with relative densities of 93.4%‐96.2% have been prepared by combustion synthesis, from elementary reactants and in a reaction time of a few seconds. The samples have a chalcopyrite lattice structure, and the lattice parameters decrease with increasing x and y. The substitution of In with Ga and Se with S in CuInSe2 causes an increase in the bandgap. In combustion synthesis, the high temperature accelerates the reaction and results in fast densification, the high heating rate simplifies the reaction path and avoids the formation of intermediate compounds, and the gas pressure depresses the evaporation of reactants. As a fast, furnace‐free, and scalable technique, combustion synthesis may offer a low‐cost way to produce CuInSe2‐based materials and bring new possibilities to their commercial applications.