Tailoring the bandgap of a material is necessary for improving its optical properties. Here, the optical bandgap of high-entropy oxide Ce_0.2Gd_0.2Sm_0.2Y_0.2Zr_0.2O_2-δ (HEO) nanoparticles was modified using Pr³⁺. Various concentrations of Pr³⁺ (x = 0, 0.01, 0.02, 0.05, 0.075, 0.1, 0.15) were incorporated into the host high-entropy oxide using a gel combustion synthesis. After the gel combustion step, the powders were heat-treated at various temperatures (650 °C, 800 °C, 950 °C) for 2 h. The obtained Pr³⁺-incorporated HEO powders were characterized using X-ray diffraction (XRD), field emission scanning electron microscopy (FESEM), and UV–visible spectroscopy. The results indicate that, when the samples are calcined at 950 °C, a single-phase cubic fluorite structure is obtained without any phase separation or impurity. The optical absorbance red-shifts to higher wavelengths when the concentration of Pr³⁺ is increased. This reduces the bandgap of the material from 3.15 eV to 1.87 eV for Pr³⁺ concentrations of x = 0 (HEO-0) and x = 0.15 (HEO-6), respectively. The obtained HEOs can be suitable candidates for photocatalytic applications due to their absorbance in the visible region.