The newly increasing development of abruptly high entropy alloy nitride (HEAN), especially the refractory HEAN, manifests excellent mechanical, corrosion resistance, and optical properties, which exhibits a wide application prospect in the field of coatings. Herein, we develop a high entropy nitride NbMoTaWN-based solar selective absorber coatings (SSACs), providing a potential to strengthen structural and optical advance through component selection and structure design. The coating exhibits a high solar absorptance (α) of 0.936 and a low thermal emittance (ε) of 0.126 at 82 °C. Investigation on structural and optical robustness demonstrates that the NbMoTaW HEAN-based SSAC could endure heat treatment at 500 °C for 10 h in vacuum environment. In addition, through the evolution of XRD and Raman spectra after annealing, the failure mechanism of coatings annealed in vacuum at 500 °C for 10 h and 400 °C in air for 5 h are obtained. Obviously, the advantages such as low-cost preparation, easily scalable production, convenient technology process, and repeatability in this work promise potentially valuable applications for photothermal conversion techniques.