Enabling a highly enhanced optical performance and high-temperature thermal robustness, acting as a primary absorption layer material, remains a challenge in photothermal conversion systems, which is why the newly emerging high-entropy alloy (HEA) is introduced. Herein, we develop a high-entropy nitride TiVCrAlZrN-based spectrally selective absorber, providing the potential to strengthen structural and optical advancement through component selection and structure design. The combination of computer simulation and a magnetron sputtering method pioneers a double-layer structured coating with a sound solar absorptance (α = 92.4%) and an ultra-low thermal emittance (ε = 5.3%), leading to a high spectral selectivity (α/ε = 17.4). Investigating the structural and optical robustness demonstrates that the coating could endure heat-treatment at 800 °C for 2 h in a vacuum environment. At the same time, the research on long-term thermal stability indicates that the TiVCrAlZrN-based absorber could retain good optical properties after annealing at 550 °C for 168 h. Overall, the synergistic advantages of the convenient technology process, low-cost preparation, easily scalable production, and repeatability in this work promise potentially valuable applications for photothermal conversion techniques. The conceptual and practical breakthroughs promote practical applications of the HEA in photothermal fields and significantly extend the paradigm to devise a photothermal absorber.