High entropy alloys (HEAs) with a tunable alloy composition and fascinating synergetic effects between various metals have attracted significant attention in the field of electrocatalysis, but their potential is limited by inefficient and unscalable fabrication methodologies. This work proposes a novel solid-state thermal reaction method to synthesise HEA nanoparticles encapsulated in an N-doped graphitised hollow carbon tube. This facile method is simple and efficient and involves no use of organic solvents during the fabrication process. The synthesized HEA nanoparticles are confined by the graphitised hollow carbon tube, which is possibly beneficial for preventing the aggregation of alloy particles during the oxygen reduction reaction (ORR). In a 0.1 M KOH solution, the HEA catalyst FeCoNiMnCu-1000(1 : 1) exhibits an onset and half-wave potential of 0.92 V and 0.78 V (vs. RHE), respectively. We assembled a Zn-Air battery with FeCoNiMnCu-1000 as a catalyst for the air electrode, and a power density of 81 mW cm-2 and a long-term durability of >200 h were achieved, which is comparable to the performance of the state-of-the-art catalyst Pt/C-RuO2. This work herein offers a scalable and green method for synthesising multinary transition metal-based HEAs and highlights the potential of HEA nanoparticles as electrocatalysts for energy storage and conversion.