In recent years, forming high entropy oxides has emerged as one of the promising approaches to designing oxide thermoelectrics. Entropy engineering is an excellent strategy to improve thermoelectric performance by minimizing the thermal conductivity arising from enhanced multi-phonon scattering. In the present work, we have successfully synthesized a rare-earth-free single phase solid solution of novel high entropy niobate (Sr_0.2Ba_0.2Li_0.2K_0.2Na_0.2)Nb₂O₆, with a tungsten bronze structure. This is the first report on the thermoelectric properties of high entropy tungsten bronze-type structures. We have obtained a maximum Seebeck coefficient of −370 μV K⁻¹ at 1150 K, which is the highest among tungsten bronze-type oxide thermoelectrics. The minimum thermal conductivity of 0.8 W m⁻¹ K⁻¹ is obtained at 330 K, which is so far the lowest reported value among rare-earth-free high entropy oxide thermoelectrics. This synergistic combination of large Seebeck and record low thermal conductivity gives rise to a maximum ZT of 0.23 which is so far the highest among rare-earth free high entropy oxide-based thermoelectrics.