High entropy alloys (HEAs), which is at the expense of high cost compared to traditional alloy, should not be confined to the mechanical properties, but should be employed to devise a novel combination with unique functional and mechanical performances. In this work, high entropy alloy nitride (HEAN) is utilized as a novel double absorption layer to improve solar absorption in the high temperature solar selective absorbing coatings (SSACs). Our primary motivation is to lower thermal emittance (ε) and enhance solar absorptance (α). In order to realize this goal, coating design (CODE) software is employed to design and optimize the proposed HEAN based SSACs using appropriate dielectric function model. The ultimate as-deposited coating shows good optical properties with a high α value of 0.965 and a low ε value of 0.086 (at 82 °C). The estimate of thermal stability tests indicates that HEAN based SSACs has the ability to resist instability in high working temperature, which keeps good optical properties (α = 0.925, ε = 0.070) after annealing at 600 °C for 10 h.