Abstract Ordered high‐entropy alloys (HEAs) catalysts integrate high activity, stability, and multifunctionality for broad applications. Doping elements can both reduce the kinetic energy barrier for the ordering process and adjust the crystal structure to control compressive strain of surface atoms, thereby modulating the d‐band center to optimize the intrinsic activity and multifunctional catalytic properties of HEAs. This paper establishes a fundamental data‐guided strategy for efficient screening of doping elements for HEAs, based on three core parameters: melting point, atomic radius, and electronegativity. Through which, Gallium (Ga) is rapidly identified as the optimal element X in the five‐membered PtFeCoNiX HEA system. The Ga‐doped alloy demonstrates a clear L1 0 ‐type ordered structure at 600 °C, whereas the PtFeCoNi alloy failed to achieve ordering transition under the same conditions. By precisely adjusting the Ga atomic ratio, multiple catalytic properties are optimized without compromising the L1 0 structure. Zinc‐air battery devices offer significant improvements in all performance metrics. Density Function Theory (DFT) calculations reveal that Ga doping induced a downward shift of the d‐band center, confirming the accuracy of the strategy.