Digital programmable metasurfaces provide a very powerful and versatile platform for implementing spatio‐temporal modulation schemes that are of great interest within the emerging framework of space–time metastructures. In particular, space–time‐coding digital metasurfaces have been successfully applied to advanced wavefront‐manipulations in both the spatial and spectral domains. However, conventional space–time‐coding schemes do not allow the joint syntheses of the transmission/scattering angular responses at multiple frequencies, which are potentially useful in a variety of applications of practical interest. Here, a strategy is put forward to lift this limitation, thereby enabling joint multi‐frequency beam shaping and steering, that is, the independent and simultaneous syntheses of prescribed scattering patterns at given harmonic frequencies. The proposed approach relies on a more sophisticated space–time coding, with suitably designed, and temporally intertwined coding sub‐sequences, which effectively disentangles the joint multi‐frequency syntheses. The power and versatility of the approach are illustrated via a series of representative application examples, including multi‐beam, diffuse‐scattering, and orbital‐angular‐momentum patterns. Theoretical predictions are experimentally validated by means of microwave measurements. The outcomes of this study hold promising potentials for applications to future imaging, information, and mobile‐communication systems.