Multicomponent alloy (MA) contains a nearly infinite number of unprecedented active sites through entropy stabilization, which is a desired platform for exploring high-performance catalysts. However, MA catalysts are usually synthesized under severe conditions, which induce support structure collapse and further deteriorate the synergy between MA and support. We propose that a strong metal–support interaction (SMSI) could facilitate the formation of MA by establishing a tunnel of oxygen vacancy for metal atom transport under low reduction temperature (400–600 °C), which exemplifies the holistic design of MA catalysts without deactivating supports. PtPdCoFe MA is readily synthesized on anatase TiO2 with the help of SMSI, which exhibits good catalytic activity and stability for methane combustion. This strategy demonstrates excellent universality on various supports and multicomponent alloy compositions. Our work not only reports a holistic synthesis strategy for MA synthesis by synergizing unique properties of reducible oxides and the mixing entropy of alloy but also offers a new insight that SMSI plays a vigorous role in the formation of alloy NPs on reducible oxides.