The single-step incorporation of multiple immiscible elements into colloidal high-entropy alloy (HEA) nanoparticles has manifold technological potential, but it continues to be a challenge for state-of-the-art synthesis methods. Hence, the development of a synthesis approach by which the chemical composition and phase of colloidal HEA nanoparticles can be controlled could lead to a new pool of nanoalloys with unparalleled functionalities. Herein, this study reports the single-step synthesis of colloidal CoCrFeMnNi HEA nanoparticles with targeted equimolar stoichiometry and diameters less than 5 nm by liquid-phase, ultrashort-pulsed laser ablation of the consolidated and heat-treated micropowders of the five constituent metals. Further, the scalability of the process with an unprecedented productivity of 3 grams of colloidal HEA nanoparticles per hour is demonstrated. Electrochemical analysis reveals a unique redox behavior of the particles' surfaces in an alkaline environment and a potential for future application as a heterogeneous catalyst for the oxygen evolution reaction.