The oxidation products (MoO3 and V2O5) have low melting points and tend to sublimate at high temperatures despite that MoSi2 and VSi2 may possess good self‐lubricating properties. To cope with this challenge, a high‐entropy transition metal disilicide was designed in this work in which transition metal elements that could form high melting point oxides were deliberately added. The high‐entropy (Ti0.2V0.2Nb0.2Mo0.2W0.2)Si2 (HE‐MSi2) with hexagonal structure was successfully prepared by SPS using Ti, V, Nb, Mo, W, and Si powders as the initial materials in this work. The HE‐MSi2 presents a high hardness (11.8 ± 0.4 GPa) and elastic modulus (387.2 ± 46.8 GPa). In particular, its hardness is higher than that of the corresponding disilicides. Noteworthy, HE‐MSi2 demonstrated superior wear resistance when compared to Mo‐Si‐based ceramics (such as MoSi2, Mo5Si3, and Mo5SiB2), high‐entropy carbides (such as (MoTaWVTi)C, (HfMoNbTaTi)C, and (TiVNbMoW)4.375, and traditional single‐phase ceramics (including Sialon, Si3N4, Al2O3, SiC, and ZrO2). Meanwhile, at a high temperature of 600°C, the friction coefficient and wear rate were reduced to 0.64 ± 0.05 and (1.88 ± 0.15)×106 mm3/N·m, respectively. The preferential oxidation of different elements of the HE‐MSi2 was validated through systematical characterization of composition evolution, which was dominantly impacted by high temperature and friction induction.