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Developing affordable and light high-temperature materials alternative to Ni-base superalloys has significantly increased the efforts in designing advanced ferritic superalloys. However, currently developed ferritic superalloys still exhibit low high-temperature strengths, which limits their usage. Here we use a CALPHAD-based high-throughput computational method to design light, strong, and low-cost high-entropy alloys for elevated-temperature applications. Through the high-throughput screening, precipitation-strengthened lightweight high-entropy alloys are discovered from thousands of initial compositions, which exhibit enhanced strengths compared to other counterparts at room and elevated temperatures. The experimental and theoretical understanding of both successful and failed cases in their strengthening mechanisms and order-disorder transitions further improves the accuracy of the thermodynamic database of the discovered alloy system. This study shows that integrating high-throughput screening, multiscale modeling, and experimental validation proves to be efficient and useful in accelerating the discovery of advanced precipitation-strengthened structural materials tuned by the high-entropy alloy concept.