Multi-component transition group metal borides (MMB2) have become a research hotspot due to their new composition design concepts and superior properties compared with conventional ceramics. Most of the current methods, however, are complicated and time-consuming, the mass production remains a challenge. Herein, we proposed a new high-efficiency strategy for synthesis of MMB2 using molten aluminum as the medium for the first time. The prepared Al-containing multi-component borides (TiZrHfNbTa)B2 microcrystals had a homogeneous composition with a hexagonal AlB2 structure and ultra-high hardness value of ∼35.3 GPa, which was much higher than data reported in the literature and the rule of mixture estimations. Furthermore, combined with the First-principles calculation results, we found that the Poisson's ratio (v) values exhibit a clearly ascending trend from 0.17 at VEC = 3.5 to 0.18 at VEC = 3.4, then to 0.201 at VEC = 3.2 with the increasing of Al content. This indicates that the intrinsic toughness of multi-component boride microcrystals is obviously enhanced by the trace-doped Al elements. Besides, the fabricated Al-containing multi-component boride microcrystals have superior oxidation activation energy and structural stability. The enhanced oxidation resistance is mainly attributed to the formation of a protective Al2O3 oxide layer and the lattice distortion, both of which lead to sluggish diffusion of O2. These findings propose a new unexplored avenue for the fabrication of MMB2 materials with superior comprehensive performance including ultra-hardness and intrinsically improved thermo-mechanical properties.