High entropy alloys (HEA) are frequently employed as catalysts in electrocatalytic hydrogen evolution. However, the traditional high entropy alloy synthesis methods are time-consuming, energy-intensive, and environmentally polluting, which limits their application in the hydrogen evolution reaction (HER). This study leveraged the capabilities of flash Joule heating (FJH) to synthesize carbon-supported high-entropy alloy sulfide nanoparticles (CC-S-HEA) on carbon cloth (CC) with good self-standing properties within 300 ms. The carbon thermal shock generated by the Joule heating could pyrolyze the sulfur source into gas, resulting in numerous pore structures and defects on CC, forming an S-doped carbon substrate (CC-S). Then the S atoms were used to stably anchor the metal atoms on CC-S to form high-density uniformly dispersed HEA particles. The electrochemical test results demonstrated that CC-S-HEA prepared at 60 V flash voltage had HER performance comparable to Pt/C. The density functional theory (DFT) calculation indicated that the S atoms on CC-S accelerated the electron transfer between the carbon substrate and HEA particles. Moreover, the unique electronic structure of CC-S-HEA was beneficial to H* adsorption and promoted catalytic kinetics. The simplicity and versatility of FJH synthesis are of great significance for optimizing the synthesis of HEA and improving the quality of HEA products, which provides a broad application prospect for the synthesis of nanocatalysts with efficient HER performance.