High-entropy materials (HEM) play a significant role in current scientific research and are characterized by their complexity, which makes them the next generation nanomaterials. The present study investigates the synthesis of (CeGdHfPrZr)O2 high-entropy oxide nanoparticles using a hydrothermal technique. Various characterization techniques, such as X-ray diffraction (XRD), and scanning electron microscopy (SEM) were used to investigate the structural properties, while UV-visible spectroscopy was used to investigate the optical properties. The results indicate the formation of a single-phase cubic fluorite high-entropy oxide system with a mean crystallite size of 5.4 nm. The optical bandgap of (CeGdHfPrZr)O2 nanoparticles is found to be 2.01 eV. The photocatalytic activity of the synthesized oxide nanoparticles was assessed using methylene blue (MB) dye as a model pollutant. In the current study, we examined and discussed the effect of various photocatalytic parameters on the degradation of MB dye. The results showed that the (CeGdHfPrZr)O2 nanoparticles had high photocatalytic activity and were found to be dependent on various parameters. A higher photocatalyst concentration impedes the degradation kinetics and, as a result, limits photon penetration into the reaction solution. Similarly, increased hydroxyl radical generation at a basic pH improved MB dye degradation. In addition, based on the band positions and radical scavenging study, hydroxyl radicals are responsible for the degradation of dye. (CeGdHfPrZr)O2 nanoparticles can be used as a promising catalyst for the photocatalytic degradation of organic pollutants.