High-entropy oxides (HEOs) have received significant attention because of their tunable mechanical properties and wide range of functional applications. However, the conventional method used for sintering HEOs requires prolonged processing time, which results in excessive grain growth, thereby compromising their performance. Here, an ultrafast high-temperature sintering (UHS) strategy was adopted, and rock-salt composite (Mg_0.2Co_0.2Ni_0.2Cu_0.2Zn_0.2)O was selected as model materials. Experimental parameters were tuned to illustrate the influence of applied current and soaking time on the densification process and resulting grain size. Additionally, the electrochemical performance of UHS-synthesized microparticles as anode materials in lithium-ion batteries was investigated. The results show that the ultrafast heating rate results in fine grains with a diameter of ~6–8 μm and density of 95%, which are much smaller and similar to those obtained using the conventional sintering method (25 μm and 96%). Moreover, the high surface area and reactivity of the microparticles, as well as their sluggish diffusion effect and structural stability, contribute to outstanding performance with high capacity (336 mA·h/g at 1 A/g) and ultralong cyclability (1000 cycles). This novel technique offers valuable insights into the densification process of HEOs and other materials and can thus broaden their application range.