The high global warming potential of natural gas methane necessitates its conversion to valuable products, typically achieved through syngas production, with dry reforming of methane and integrating carbon capture followed by dry reforming of methane standing out among different technologies for methane valorization. However, persistent challenges such as the reverse water gas shift reaction, coke formation, and sintering associated with methane dry reforming have redirected scientific focus toward multi‐metallic catalysts with supports or promoters. High entropy materials have gained attention as promising catalysts because their flexible composition allows fine‐tuning of lattice oxygen reactivity and catalytic activity. Entropy plays a key role in catalysis, and recent research focuses on the enthalpy‐entropy relationship that influences reaction pathways. Alongside entropy, core effects like lattice distortion, sluggish diffusion, and cocktail effects improve catalytic performance by synergistic effects, prevent carbon buildup, and maintain stability at high temperatures, enabling efficient methane conversion. These advancements in high entropy materials drive interest in using entropy‐stabilized systems to address the challenges of methane dry reforming. This review summarizes the recent progress in dry reforming of methane and integrating carbon capture followed by dry reforming of methane using high entropy materials.