Abstract Despite of the various advantages of Prussian blue analogs (PBA), most of the previous studies rely on conventional empirical and trial‐and‐error methods for identifying the effective catalytic activity. Theory‐guided design using predictive models is leading a new revolution in the field of nanozymes, which has yet to focus on PBA. Herein, a series of PBAs, including binary, ternary, quaternary, quinary, and high‐entropy, are first investigated by density functional theory (DFT) calculations. Both DFT and experimental results prove the superior catalytic activity of high‐entropy than medium‐ and low‐entropy PBAs, mainly owing to the enhanced d ‐band centers near the Fermi energy level ( E F ). The proposed high‐entropy PBA oxide (HEO, MnCoNiCuZnFe) demonstrates multi‐enzymatic activities. To achieve the colorimetric detection of glutathione (GSH), a colorimetric system with 3,3′,5,5′‐tetramethylbenzidine (TMB) and H 2 O 2 is employed and exhibits a low detection limit, excellent selectivity, remarkable reusability, and long‐term stability. Moreover, DFT calculations elucidate the electronic structure by revealing the Gibbs free energy of H 2 O 2 dissociation on individual transition‐metal sites. Additionally, a microfluidic paper‐based analytical device for the point‐of‐care testing (POCT) of GSH is successfully developed. This study not only provides a rational design strategy for multi‐metallic nanomaterials, but also expands the application of high‐entropy PBA nanozymes.