Polyelemental material systems, specifically high‐entropy alloys, promise unprecedented properties. Due to almost unlimited combinatorial possibilities, their exploration and exploitation is hard. This challenge is addressed by co‐sputtering combined with shadow masking to produce a multitude of microscale combinatorial libraries in one deposition process. These thin‐film composition spreads on the microscale cover unprecedented compositional ranges of high‐entropy alloy systems and enable high‐throughput characterization of thousands of compositions for electrocatalytic energy conversion reactions using nanoscale scanning electrochemical cell microscopy. The exemplary exploration of the composition space of two high‐entropy alloy systems provides electrocatalytic activity maps for hydrogen evolution and oxygen evolution as well as oxygen reduction reactions. Activity optima in the system Ru–Rh–Pd–Ir–Pt are identified, and active noble‐metal lean compositions in the system Co–Ni–Mo–Pd–Pt are discovered. This illustrates that the proposed microlibraries are a holistic discovery platform to master the multidimensionality challenge of polyelemental systems.