The chemical space for designing materials is practically infinite. This makes disruptive progress by traditional physics-based modeling alone challenging. Yet, training data for identifying composition–structure–property relations by artificial intelligence are sparse. We discuss opportunities to discover new chemically complex materials by hybrid methods where physics laws are combined with artificial intelligence. Machine learning models have been widely applied to boost the computational efficiency of searching vast chemical space of compositionally complex materials. This Perspective summarizes the recent developments and proposes future opportunities, such as the physics-informed machine learning models.