The high theoretical charge-storage capacity and low cost of the lithium–sulfur battery cathode make it a promising next-generation energy-storage system. The development of high-loading sulfur cathodes has become a trend for addressing the low sulfur-loading capability and high polysulfide-diffusion instability of lithium–sulfur batteries. In this study, we investigate the feasibility of material and component designs to develop a high-loading sulfur cathode with improved polysulfide retention and conversion. Through the phase-inversion (PI) method, we fabricate a cathode substrate with a hierarchical configuration from large open pores, small interconnecting pores, and to a compacted conductive carbon base. The hierarchical porous configuration allows for high sulfur accommodation and polysulfide absorption. Moreover, the carbon backbone is decorated with a (CrMnFeNiMg)3O4 high-entropy oxide (HEO) nanoceramic, which imparts the substrate with a strong chemical polysulfide adsorption ability, to improve the electrochemical stability of the cell and enable electrochemical catalysis of sulfide nucleation during cell cycling. The porous conductive substrate allows for the fabrication of an HEO/PI carbon sulfur cathode with high sulfur loading and content of 6–10 mg cm−2 and 50 wt%, respectively (considering the total mass of the cathode). The high-loading cathode also achieves excellent electrochemical performance, with a high charge-storage capacity of 903 mA∙h g−1, long cycle life of 200 cycles, high areal capacity of 7.24 mA∙h cm−2, and energy density of 14.12 mW∙h cm−2.