Exploiting the highly efficient electrocatalysts with ultra-low Pt content and extraordinary activity and durability for oxygen reduction reaction (ORR) is significantly crucial for breaking the bottle-neck of H₂/O₂ fuel cell application. Herein, an ultra-fine high-entropy alloys (HEAs) sub-nanoparticles confined in graphene layer is successfully synthesized through a facile and universal solvent-free ball milling technique. The obtained PtFeCoNiMo sub-nanometer HEAs shows a uniform size of ~ 1.3 nm (PtFeCoNiMo@C), representing the smallest HEAs reported to date. The PtFeCoNiMo@C exhibits exceptional ORR activity in pH-universal electrolytes, demonstrating 32 times (acidic), 41 times (neutral), and 43 times (alkaline) mass-activities enhancement than commercial Pt/C (20%). The confined graphene layers enable the PtFeCoNiMo sub-nanoparticles high resistance to surface atomic reconfiguration, thus contributing to the outstanding durability with negligible E_1/2 degradation after 100,000 cycles. The in-situ spectroscopy further reveals that the superior performance of PtFeCoNiMo@C is attributed to the optimized hydrogen bond structure and solvation environment at reaction interface, which accelerates the reaction kinetics. After assembling into proton exchange membrane fuel cells (PEMFCs), it achieves a peak power density of ~ 1.4 W·cm⁻² and minimal voltage loss (26 mV) after accelerated stability tests. This work provides a facile and effective methodology to large-scale (in 500 g batches) synthesize the sub-nanometer HEAs with superior activity, durability, and low cost, which can serve as promising alternative ORR electrocatalysts for PEMFCs.