With the development of new materials and technology, high entropy alloy (HEA) nitride films have attracted much attention of researchers due to their excellent optical properties and mechanical properties. Herein, a novel SS/NbMoTaWN (HEAN)/NbMoTaWON (HEAON)/SiO₂ coatings are prepared, which shows a high spectral selectivity of α/ε = 0.944/0.12. The preparation and optimization of the coating are studied by combining experiments with ellipsometric program and CODE software. High temperature thermal stability test is performed in depth, which proves that the coating could bear 400 °C in air for 2 h, and 600 °C for 2 h in vacuum. Long-term thermal stability researches indicate that the SSACs still keep good optical properties (α = 0.902, ε = 0.106) even after annealing at 600 °C for 100 h. The failure mechanism is analyzed by XRD and Raman spectra. In addition, neutral salt spray test is performed to investigate the anti-corrosion ability, which indicates the coating has a good optical performance after soaking in 3.5 wt% NaCl solution for 30 days. Obviously, this work provides a new strategy to construct solar absorber coatings based on NbMoTaW high entropy alloy.