High-entropy oxides (HEOs) are attracting more attention due to their tunable composition of various 3d transition metal ions, abundant lattice distortion, lower crystallization temperature, and so on. Herein, we introduced an interesting wurtzite ZnO-based entropy-stabilized oxide catalyst by adopting a mechanochemical synthesis. Initially, five transition metal (TM) acetate species were well dispersed on commercial ZnO through ball milling. After calcination, a single phase of wurtzite ZnO was observed with up to 40 mol % concentration of TM dopants Zn-0.6(CoMnNiCuMg)(0.4)O. However, with the same dopants, the co-precipitation method failed to synthesize the single-phase wurtzite Zn-0.6(CoMnNiCuMg)(0.4)O, no matter if commercial ZnO or zinc acetate was used as precursor. On the other hand, when trying to dope 40 mol % single TM into the wurtzite structure of ZnO, the impurity phases appeared in Zn0.6Co0.4O, Zn0.6Mn0.4O, Zn0.6Ni0.4O, Zn0.6Cu0.4O, and Zn0.6Mg0.4O. The entropy-driven force by having negative Delta G drastically increased the solubility of TM and had a stabilization effect on wurtzite structure. Also, the as-made entropy-stabilized oxides exhibited better reducibility and better catalytic performance during CO2 hydrogenation compared with ZnO doped with the same concentration of single TM. The entropy-stabilized ZnO catalysts showed good stability within 72 h of continuous hydrogenation.