Target-oriented discovery under limited evaluation budgets requires making reliable progress in high-dimensional, heterogeneous design spaces where each new measurement is costly, whether experimental or high-fidelity simulation. We present an information-theoretic framework for target-oriented adaptive sampling that reframes optimization as trajectory discovery: instead of approximating the full response surface, the method maintains and refines a low-entropy information state that concentrates search on target-relevant directions. The approach couples data, model beliefs, and physics/structure priors through dimension-aware information budgeting, adaptive bootstrapped distillation over a heterogeneous surrogate reservoir, and structure-aware candidate manifold analysis with Kalman-inspired multi-model fusion to balance consensus-driven exploitation and disagreement-driven exploration. Evaluated under a single unified protocol without dataset-specific tuning, the framework improves sample efficiency and reliability across 14 single- and multi-objective materials design tasks spanning candidate pools from $600$ to $4 \times 10^6$ and feature dimensions from $10$ to $10^3$, typically reaching top-performing regions within 100 evaluations. Complementary 20-dimensional synthetic benchmarks (Ackley, Rastrigin, Schwefel) further demonstrate robustness to rugged and multimodal landscapes.