The Materials Genome Initiative is expected to accelerate the materials discovery and design by fundamentally changing the trial‐and‐error research paradigm. However, mass data from high‐throughput experiments is still essential for the revelation of rules and verification of theories. In fact, the development of combinatorial materials science is always on the strength of the upgrade and evolution of high‐throughput techniques in each stage, especially high‐throughput materials synthesis and characterization. Herein, this review summarizes the high‐throughput synthesis methods for combinatorial materials libraries, especially the co‐deposition and masking techniques of thin‐film fabrication; and details the high‐throughput characterization methods for specific material properties and typical material categories, which comes down to the spectroscopy and microscopy techniques. It is considered that high‐throughput concepts will be the predominant lab experimentation in the future, along with advanced experimental techniques and convenient data processing procedures. Before that, more cooperation between multiple researchers from different fields should be conducted to complete the combinatorial materials research, since the high‐throughput technology covers multiple disciplines with a huge span.