Emerging high entropy compounds (HECs) have attracted huge attention in electrochemical energy-related applications. The features of ultrafine size and carbon incorporation show great potential to boost the ion-storage kinetics of HECs. However, they are rarely reported because high-temperature calcination tends to result in larger crystallites, phase separation, and carbon reduction. Herein, using the NaCl self-assembly template method, by introducing a high-pressure field in the calcination process, the atom diffusion and phase separation are inhibited for the general formation of HECs, and the HEC aggregation is inhibited for obtaining ultrafine size. The general preparation of ultrafine-sized (<10 nm) HECs (nitrides, oxides, sulfides, and phosphates) anchored on porous carbon composites is realized. They are demonstrated by combining advanced characterization technologies with theoretical computations. Ultrafine-sized high entropy sulfides-MnFeCoCuSnMo/porous carbon (HES-MnFeCoCuSnMo/PC) as representative anodes exhibit excellent sodium-ion storage kinetics and capacities (a high rating capacity of 278 mAh g-1 at 10 A g-1 for full cell and a high cycling capacity of 281 mAh g-1 at 20 A g-1 after 6000 cycles for half cell) due to the combining advantages of high entropy effect, ultrafine size, and PC incorporation. Our work provides a new opportunity for designing and fabricating ultrafine-sized HECs.