  We introduce supersymmetric R\'enyi entropies for $\mathcal{N}=1$
supersymmetric gauge theories in five dimensions. The matrix model
representation is obtained using the localization method and the large-$N$
behavior is studied. The gravity dual is a supersymmetric charged topological
AdS$_6$ black hole in the Romans $F(4)$ supergravity. The variation of the
supersymmetric R\'enyi entropy due to the insertion of a BPS Wilson loop is
computed. We find perfect agreements between the large-$N$ and the dual gravity
computations both with and without the Wilson loop operator.
