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The novel material class of high entropy oxides with their unique and unexpected physicochemical properties is a candidate for energy applications. Herein, it is reported for the first time about the physico‐ and (photo‐) electrochemical properties of ordered mesoporous (CoNiCuZnMg)Fe₂O₄ thin films synthesized by a soft‐templating and dip‐coating approach. The A‐site high entropy ferrites (HEF) are composed of periodically ordered mesopores building a highly accessible inorganic nanoarchitecture with large specific surface areas. The mesoporous spinel HEF thin films are found to be phase‐pure and crack‐free on the meso‐ and macroscale. The formation of the spinel structure hosting six distinct cations is verified by X‐ray‐based characterization techniques. Photoelectron spectroscopy gives insight into the chemical state of the implemented transition metals supporting the structural characterization data. Applied as photoanode for photoelectrochemical water splitting, the HEFs are photostable over several hours but show only low photoconductivity owing to fast surface recombination, as evidenced by intensity‐modulated photocurrent spectroscopy. When applied as oxygen evolution reaction electrocatalyst, the HEF thin films possess overpotentials of 420 mV at 10 mA cm⁻² in 1 m KOH. The results imply that the increase of the compositional disorder enhances the electronic transport properties, which are beneficial for both energy applications.