In this paper, we propose a new high-order finite volume method for solving the multicomponent fluids problem with Mie–Grüneisen EOS. Firstly, based on the cell averages of conservative variables, we develop a procedure to reconstruct the cell averages of the primitive variables in a high-order manner. Secondly, the high-order reconstructions employed in computing numerical fluxes are implemented in a characteristic-wise manner to reduce numerical oscillations as much as possible and obtain high-resolution results. Thirdly, advection equation within the governing system is rewritten in a conservative form with a source term to enhance the scheme’s performance. We utilize integration by parts and high-order numerical integration techniques to handle the source terms. Finally, all variables are evolved by using Runge–Kutta time discretization. All steps are carefully designed to maintain the equilibrium of pressure and velocity for the interface-only problem, which is crucial in designing a high-resolution scheme and adapting to more complex multicomponent problems. We have performed extensive numerical tests for both one- and two-dimensional problems to verify our scheme’s high resolution and accuracy.