High‐entropy‐alloy nanoparticles (HEA‐NPs) have attracted great attention because of their unique complex compositions and tailorable properties. Further expanding the compositional space is of great significance for enriching the material library. Here, a step‐alloying strategy is developed to synthesis HEA‐NPs containing a range of strongly repellent elements (e.g., Bi–W) by using the rich‐Pt cores formed during the first liquid phase reaction as the seed of the second thermal diffusion. Remarkably, the representative HEA‐NPs‐(14) with up to 14 elements exhibits extremely excellent multifunctional electrocatalytic performance for pH‐universal hydrogen evolution reaction (HER), alkaline methanol oxidation reaction (MOR), and oxygen reduction reaction (ORR). Briefly, HEA‐NPs‐(14) only requires the ultralow overpotentials of 11 and 18 mV to deliver 10 mA cm−2 and exhibits ultralong durability for 400 and 264 h under 100 mA cm−2 in 0.5 m H2SO4 and 1 m KOH, respectively, which surpasses most advanced pH‐universal HER catalysts. Moreover, HEA‐NPs‐(14) also exhibits an impressive peak current density of 12.6 A mg−1Pt in 1 m KOH + 1 m MeOH and a half‐wave potential of 0.86 V (vs RHE.) in 0.1 m KOH. The work further expands the spectrum of possible metal alloys, which is important for the broad compositional space and future data‐driven material discovery. A step‐alloying strategy is developed to prepare a series of high‐entropy‐alloy nanoparticle (HEA‐NP) systems that contain many strongly immiscible element pairs, including Bi–W with the highest ΔHmix of 45 kJ mol−1. This strategy further expands the spectrum of possible metal alloys, which is significant for the broad compositional space and future data‐driven material discovery.