The timing and origin of volatile elements accretion on Earth has been and continues to be key questions, despite intense research scrutiny. Two end-member scenarios are usually proposed in which (1) volatile elements were delivered during the main phases of Earth’s accretion and underwent subsequent core–mantle differentiation, or (2) Earth accreted from largely dry and volatile-depleted material, with late addition of volatile-rich material after differentiation. Studying the behaviour of elements that are both volatile and siderophile in a metal–silicate equilibrium can help discriminate between those two scenarios by deconvolving the effect of siderophile processes such as the Earth’s differentiation from the effect of volatile processes. We report high-pressure and high-temperature metal–silicate equilibrium experiments that are used to trace the behaviour of four moderately siderophile and volatile elements: Cd, Bi, Sb and Tl. Experiments were performed in piston cylinder and multianvil presses between 2 and 20 GPa, from 1700 to 2600 K, in order to study the partitioning behaviour of these elements, including the relative influence of pressure, temperature, oxygen fugacity (fO2), and composition. Our results indicate that Cd, Bi, Sb and Tl partitioning coefficients are largely controlled by changes in temperature, pressure, fO2 and the S content of the metal phase. The pressure effect on Tl and Bi partitioning is measured for the first time and improves significantly the knowledge of Bi and Tl behaviour during core formation. Core formation modelling was used to reconcile the experimental data with observed abundances for different accretion scenarios. Homogeneous accretion with full core–mantle equilibration induces a massive segregation of Bi, Sb and Tl in the core, preventing reproduction of observed present-day mantle abundances. We find that a scenario in which the volatile elements are accreted in the last 10–20 % of the Earth’s accretion is the most suitable accretion process that is able to explain the abundances of Cd, Bi, Sb and Tl in Earth’s mantle. Partial core–mantle equilibration is necessary to reproduce Bi and Tl abundances. Our partitioning data also suggests that a 0.5 % chondritic late veneer may account for the Bi abundance measured in the bulk silicate Earth. These observations corroborate a growing wealth of evidence in support of this schematic heterogeneous accretion pathway.