In recent years, Prussian blue analogues (PBAs) have been regarded as one of the most promising cathode materials for Sodium-ion batteries (SIBs) due to their open structure, low cost, and high theoretical capacity. However, the problem of capacity degradation caused by phase transitions during the charge/discharge process has so far limited the applicability of PBAs. While the high entropy strategy can alleviate capacity decay induced by phase transitions, challenges such as low conductivity, material aggregation, and severe interface reactions between electrode materials and electrolytes still persist. Therefore, we used a simple and scalable one-step co-precipitation method to grow high entropy Prussian blue analogues (HEPBA) on reduced graphene oxide (rGO) to address these problems. The rGO not only inhibits material agglomeration but also separates the electrolyte from the electrode material to prevent severe interface reactions. Meanwhile, the Warburg impedance is reduced and the Na+ diffusion performance is improved. When high entropy Prussian blue grown on an rGO matrix (HEPBA@rGO) is utilized as the cathode in a half-cell, it exhibits high discharge specific capacity (115.2 mAh g−1 at 100 mA g−1), long cycling stability (retaining 84.6 mAh g−1 after 1000 cycles), and good rate capability (62 mAh g−1 at 15 C). The full battery with HEPBA@rGO as the cathode and hard carbon as the anode has a high specific discharge capacity (100.12 mAh g−1 at 100 mA g−1), good stability (capacity retention rate of 81 % after 150 charge/discharge cycles), and good rate performance (72.5 mAh g−1 at 5 C). This study provides valuable insights for the development of SIBs.