AbstractA facile colloidal solution method has been developed for the fast, scalable synthesis of orthorhombic@cubic core–shell nonstoichiometric Cu5FeS4 icosahedral nanoparticles. Such nanoparticles contain high‐density twin boundaries in the form of fivefold twins. Spark plasma sintering consolidates the nanoparticles into nanostructured pellets, which retain high‐density twin boundaries and a tuned fraction of the secondary phase Fe‐deficient cubic Cu5FeS4. As a result, the thermal and electrical transport properties are synergistically optimized, leading to an enhanced zT of ≈0.62 at 710 K, which is about 51% higher than that of single‐phase Cu5FeS4. This study provides an energy‐efficient approach to realize twin engineering in nonstoichiometric Cu5FeS4 nanomaterials for high‐performance thermoelectrics.