This paper demonstrates a low-temperature synthesis of supported CoNiCuRuPd high-entropy alloy (HEA) nanoparticles (NPs) on titanium dioxide (TiO₂) at 400 °C, driven by the hydrogen spillover effect and coupled proton/electron transfer. The resulting CoNiCuRuPd HEA NPs on TiO₂ showed high activity and durability during CO₂ hydrogenation. In situ techniques and theoretical calculations revealed a cocktail effect and sluggish diffusion due to synergistic effects of the element combination.