High‐entropy alloys (HEAs) show high activities toward oxygen reduction reaction (ORR), Zn‐air batteries (ZABs) and nitrate reduction reaction (NO3−RR). In this work, FeNiCoMnRh HEA supported by N‐doped carbon frameworks is prepared and showed excellent ORR performance with a half‐wave potential (E1/2) of 0.89 V vs. RHE, limiting diffusion current (jL) of 5.6 mA cm‐2 and better current stability. The HEA‐assembled ZAB exhibited a high‐power density of 103.8 mW cm‐2 with a specific capacity of 790 mAh gZn‐1. Also, its oxides presented 77% Faraday efficiency (FE) for ammonia production at ‐0.3 V vs. RHE. Accordingly, our designed ZAB was employed to drive NO3−RR to construct a self‐powered system, which provides an attractive route for low‐energy sewage treatment and environmentally friendly preparation of ammonia.