Abstract Achieving superior oxidation resistance in high‐entropy diborides (HEB 2 ) above 1800°C is critically imperative for their thermal protection applications, yet related studies are limited. Here, we propose a rapid laser‐assisted compositional screening strategy to search for HEB 2 with superior oxidation resistance from 1800°C to 2400°C. Specifically, the oxidation resistance of as‐fabricated (Hf 0.28 Zr 0.28 Ta 0.28 M 0.16 )B 2 (HEB 2 ‐M; M = Ti, V, Cr, Nb, Mo, W, Sc, Y, La, Nd, Sm, Gd, Dy, Ho, Er, Tm, Yb, and Lu) samples with 18 different transition‐metal and rare‐earth elements is rapidly evaluated at 2100°C via a self‐developed high‐throughput laser oxidation test technology. The results demonstrate that the as‐fabricated HEB 2 ‐W samples possess the best oxidation resistance among all the samples. Further oxidation tests have shown that the oxidation behavior of the as‐fabricated HEB 2 ‐W samples follows the parabolic law from 1800°C to 2400°C, demonstrating their superior oxidation resistance across a wide temperature range. Such good oxidation resistance is attributed to the formation of WO 3 ‒B 2 O 3 glass with increased viscosity, which can facilitate the densification of the oxide layer.