High‐entropy materials have sparked significant interest in varied applications, particularly in solar‐thermal technologies such as solar‐driven desalination and concentrating solar power (CSP) systems. In this context, high‐entropy nitrides, as novel solar selective absorbers (SSAs) materials, play a crucial role in these applications, demonstrating excellent spectral selectivity and strong thermal and chemical stability at high temperatures and in harsh environments. However, the underlying sunlight absorption mechanisms, atomic‐level structures, and programmatic design route of these SSAs still need further investigation. Herein, a high‐entropy alloy (MoTaTiCr) target was used to construct gradient high‐entropy nitride films via magnetron sputtering in the nitrogen atmosphere. The atomic‐level microstructure study revealed the crystal structure characteristics in the MoTaTiCrN layer. Computer simulations and density functional theory calculations aided in the design and understanding of the possible solar absorption mechanisms. The as‐deposited SSA exhibited impressive optical properties (α = 95.2%; ε = 6.8%) and demonstrated excellent thermal robustness, maintaining performance after long‐term annealing at 600°C for 300 h. Its photothermal conversion efficiency reached 87.9% at 600°C under 100 suns. As a proof‐of‐concept demonstration, the SSA, used in a solar‐powered photothermal desalination unit, showed a high evaporation efficiency since the excellent optical performance as well as the thermal management.