The selenides of platinum-group metals (PGMs) are emerging as promising catalysts for diverse electrochemical reactions. To date, most studies have focused on single metal or bimetallic systems, whereas the preparation of a high-entropy (HE) selenide consisting of five or more PGM elements holds the promise to further enhance catalytic performance by introducing abundant active sites with various local coordination environments and electronic structures. Herein, we report for the first time the synthesis of PGM-based HE-Selenide (HE-Se) nanoparticles with a unique amorphous structure. The atomic metal-Se coordination and the presence of short-range order were thoroughly revealed. It is further shown that the amorphous HE-Se can be facilely transformed into a single-phase crystalline HE-Se with a cubic structure by thermal annealing. Catalytically, the amorphous HE-Se showed better acidic hydrogen evolution activity over monometallic PGM-based selenides and the crystalline counterpart, demonstrating the advantages of high-entropy configuration and amorphous structure. Our findings may pave the way toward the synthesis and property exploration of amorphous PGM-based selenides with tunable compositions.