Given non‐negative measurable functions ϕ,ψ on Rn we study the high dimensional Hardy operator Hffalse(xfalse)=ψfalse(xfalse)∫B(0,|x|)ffalse(yfalse)ϕfalse(yfalse)dy between Orlicz–Lorentz spaces normalΛXGfalse(wfalse), where f is a measurable function of x∈boldRn and B(0,t) is the ball of radius t in Rn. We give sufficient conditions of boundedness of H:normalΛu0G0false(w0false)→normalΛu1G1false(w1false) and H:normalΛu0G0false(w0false)→normalΛu1G1,∞false(w1false). We investigate also boundedness and compactness of H:normalΛu0p0false(w0false)→normalΛu1p1,q1false(w1false) between weighted and classical Lorentz spaces. The function spaces considered here do not need to be Banach spaces. Specifying the weights and the Orlicz functions we recover the existing results as well as we obtain new results in the new and old settings.