Using combined in situ XRD and XANES experiments, we aim to follow the formation of supported High Entropy Alloy (HEA) nanoparticles, which have immense potential as catalyst materials. Supported metal nanoparticles for industrial applications are largely prepared by incipient wetness impregnation. Our preliminary results show that the formation of multi-metallic alloys via incipient wetness impregnation is possible. There is - in general - very limited knowledge on alloy formation mechanisms via incipient wetness impregnation, aside from a single study on Cu-Ni alloys. With this proposal, we aim to obtain a mechanistic understanding on the alloy formation pathways in multi-metallic systems towards high entropy alloys by this industrially extremely relevant synthesis approach.