Abstract High‐entropy (HE) MXenes represent a novel class of 2D materials within the MXene family, which are drawing widespread attention because of their diverse compositions and robust physicochemical properties. However, the exploration of HE‐MXenes in optoelectronic domains is relatively limited. This study unveils the rapid photoresponse and superior nonlinear optical (NLO) characteristics of HE‐MXene TiVCrMoC 3 T x nanosheets (NSs) through comparison with ordinary MXene Ti 3 C 2 T x NSs. Transient absorption spectroscopy reveals that the few‐layer TiVCrMoC 3 T x NSs excel in photoelectrochemical‐type photodetectors with swift response properties. Additionally, the advantage of HE structures is further validated by NLO measurement system, which show that few‐layer TiVCrMoC 3 T x NSs exhibit stronger saturable absorption than Ti 3 C 2 T x NSs. First‐principles calculations based on the special quasi‐random structure method reveal that the transition behavior of HE‐MXene is similar to that of a semiconductor with direct bandgap, and this is ascribed to the main reason of strong photoelectric response. Taking advantage of the NLO properties of the TiVCrMoC 3 T x NSs, all‐optical devices based on these NSs are applied to mode‐locked fiber lasers at 1, 1.5, and 2 µm wavebands, respectively. This investigation provides meaningful guidance for the future design and application of HE‐MXenes in high‐performance optoelectronic devices.