The entanglement between momentum modes of a quantum field theory at different scales is not as well studied as its counterpart in real space, despite the natural connection with the Wilsonian idea of integrating out the high-momentum degrees of freedom. Here, we push such a connection further by developing a novel method to calculate the Rényi and entanglement entropies between slow and fast modes, which is based on the Wilsonian effective action at a given scale. This procedure is applied to the perturbative regime of some scalar theories, comparing the lowest-order results with those from the literature and interpreting them in terms of Feynman diagrams. This method is easily generalized to higher-order or nonperturbative calculations. It has the advantage of avoiding matrix diagonalizations of other techniques.