Half‐Heusler (hH) compounds are emerging as promising materials for thermoelectric applications, owing to their exceptional mechanical and thermal stability, combined with the absence of toxic elements. These characteristics make hH compounds an attractive subject for detailed study and potential use in advanced thermoelectric systems. However, its thermoelectric applicability is limited because of high lattice thermal conductivity (κl). Various strategies, such as phase separation, grain‐boundary scatterings, and electron–phonon interactions, have been used to reduce κl, which enhances phonon scatterings. Recently, high‐entropy hH alloys have gained significant attention due to their distorted structure that inherently incorporates high phonon scattering features, addressing the key issue of hH. Herein, hH high‐entropy alloys (Zr2Ni2−xFexSnSb; x = 0.30, 0.35, 0.40) have been synthesized by arc melting and heat treatment. A significantly reduced lattice thermal conductivities (<2.25 W mK−1 at 985 K) are obtained due to the presence of multicomponents, which scatter phonon significantly. Experimental observation is very well complimented with density functional theory findings by analyzing phonon dispersions, chemical bonding, group velocities, and anharmonicity. Thereby, it is demonstrated that a high thermoelectric figure of merit is achieved in the proposed hH high‐entropy alloys by strengthening the phonon scatterings.