Activities in geospace occur at different time scales. Understanding geomagnetic activity at high temporal scales will give insight into fast dynamics in geospace. This study aims to investigate dynamical complexities in geomagnetic activities at a high temporal scale across three solar cycles. Geomagnetic activities, as represented by 5-min SYM-H data, were considered in this study over three solar cycles (22–24) from 1986 to 2019. Chaos analysis using sample entropy, Lyapunov exponent, and correlation dimension indicates that the geomagnetic activities are driven by intrinsic complex and chaotic processes. Positive Lyapunov exponent values between 0.13 and 0.18, 0.15–0.18, and 0.16–0.19 were obtained for solar cycles 22, 23, and 24 respectively. Furthermore, geomagnetic activities were also found to have multifractal structures driven by high fractal exponents with fine structures. A positive relationship was obtained between the annual mean values of SYM-H and the degree of complexity. It is concluded that geomagnetic activities have a short prediction horizon.