Electrocatalytic nitrogen reduction reaction (NRR) has been an important area for many scientists. However, high voltage requirements, low NH3 yield, and poor stability remain the biggest challenges for NRR. Here, novel high‐entropy alloys RuFeCoNiCu nanoparticles with small size (≈16 nm) and uniformity, prepared in oil phase at atmospheric pressure and low temperature (≤250 °C) are reported for the first time and are applied to NRR. According to the experiments, there is a high NH3 yield at a low overpotential. It has a surprising NH3 yield of 57.1 µg h–1 mgcat−1 (11.4 µg h–1 cm–2) at 0.05 V versus RHE in 0.1 m KOH, and the corresponding Faradaic efficiency reaches 38.5%, which is the electrocatalyst with the highest NH3 yield at the voltage of 0.05 V versus RHE reported so far. Similarly, the material also exhibits excellent electrochemical properties in other electrolytes such as 0.1 m Li2SO4, 0.1 m Na2SO4, and 0.1 m HCl electrolytes. Besides, after the 100 h test, only slightly diminished in activity. Theoretical calculation shows that Fe surrounded by alloy metals is the best site for N2 adsorption and activation. Co‐Cu and Ni‐Ru couples show an excellent capacity to surface hydrogenation at a low overpotential. RuFeCoNiCu high‐entropy alloy nanoparticles are synthesized at low temperature (≤250 °C) and atmospheric pressure for the first time and used for boosting nitrogen reduction reaction. Density functional theory shows that the synergetic roles between alloy elements have been identified as a key reason for observed performance offered by high‐entropy alloy at low overpotential.