Salt removal from seawater and brackish water by Capacitive deionization (CDI) is an emerging technology that has a potential to contribute to solving global shortages of freshwater. Upon the application of an external voltage to a pair of nanostructured carbon electrodes, ions are removed by electrosorption in the electrical double layer (EDL) of the capacitor. The physical limitation due to repulsion of co-ions can be reduced using intercalation materials that are less sensitive to ion concentration variations. Herein, we report a hollow-concave high-entropy Prussian blue analogue (HEPBA) enhanced electrodes for superior electrochemical and capacitor performances. The half-cell of hollow-concave HEPBA has a high cycling stability of 1000 cycles at a current density of 1 A g−1. Lower energy consumption for desalination estimated over 90 cycles is due to an enhancement of salt adsorption capacity of HEPBA (∼ 26.2 mg g−1). The observed improvement in the electrochemical property is due to synergistic effects from multi-elemental composition that lead to the high entropy and specific surface area. Hollow-concave HEPBA are structurally stable with negligible changes in the lattice parameters during extensive charging and discharging cycles. This simple method offers an opportunity to modify the structure and morphology of PBAs for real-life applications.