In this paper, we propose a max-min entropy framework for reinforcement learning (RL) to overcome the limitation of the maximum entropy RL framework in model-free sample-based learning. Whereas the maximum entropy RL framework guides learning for policies to reach states with high entropy in the future, the proposed max-min entropy framework aims to learn to visit states with low entropy and maximize the entropy of these low-entropy states to promote exploration. For general Markov decision processes (MDPs), an efficient algorithm is constructed under the proposed max-min entropy framework based on disentanglement of exploration and exploitation. Numerical results show that the proposed algorithm yields drastic performance improvement over the current state-of-the-art RL algorithms.