High-entropy-alloy nanoparticles (HEA-NPs) show great potential as electrocatalysts for water splitting, fuel cells, CO2 conversion, etc. However, fine-tuning the surface, morphology, structure, and crystal phase of HEA remains a great challenge. Here, the high-temperature liquid shock (HTLS) technique is applied to produce HEA-NPs, e.g., PtCoNiRuIr HEA-NPs, with tunable elemental components, ultrafine particle size, controlled crystal phases, and lattice strains. HTLS directly applied Joule heating on the liquid mixture of metal precursors, capping agents, and reducing agents, which is feasible for controlling the morphology and structure such as the atomic arrangement of the resulting products, thereby facilitating the rationally designed nanocatalysts. Impressively, the as-obtained PtCoNiRuIr HEA-NPs delivered superior activity and long-term stability for the hydrogen evolution reaction (HER), with low overpotentials at 10 mA cm-2 and 1 A cm-2 of only 18 and 408 mV, respectively, and 10000 CV stable cycles in 0.5 M H2SO4. Furthermore, in the near future, by combining the HTLS method with artificial intelligence (AI) and theoretical calculations, it is promising to provide an advanced platform for the high-throughput synthesis of HEA nanocatalysts with optimized performance for various energy applications, which is of great significance for achieving a carbon-neutral society with an effective and environmentally friendly energy system.