High-entropy alloy (HEA) electrocatalysts offer tunable multi-element synergy and intrinsic structural robustness for oxygen evolution reaction (OER), yet integrating high active-site exposure with desirable lattice and electronic structures remains a significant challenge. Here we present an ultrafast thermal explosion strategy for one-step synthesis of carbon-encapsulated nanoreactors uniformly embedding FeCoNiCuAl HEA nanoparticles. Ultrafast heating of metal-chloride-loaded carbon black drives rapid chloride decomposition and gas evolution, inflating the carbon into a hierarchical porous network and inducing the formation and spatial confinement of HEA nanoparticles. This nanoreactor architecture with confined microenvironments maximizes accessible active sites and accelerates mass/charge transport, yielding lower OER overpotentials than commercial RuO₂. Their applicabilities in overall water splitting (OWS) and rechargeable Zn-air batteries further confirm the potential for practical energy storage integration. Local structural investigations reveal that the incorporation of Al element could reduce the first-shell coordination number, enhancing the adsorption capacity of the active sites. Density functional theory (DFT) calculations further demonstrate that the synergistic interaction between Al and neighboring metal sites facilitates the efficient OER, and Al-induced modulation of electronic structure lowers the desorption barrier of the *OOH intermediate, thereby accelerating OER kinetics. This explosion-driven nanoreactor strategy provides a general, one-step route to engineer carbon nanoreactors embedding HEA electrocatalysts, opening new avenues for advanced clean energy catalysis and practical device integration.