The invention discloses a loaded phase-change NbZrTiTaAl high-entropy alloy, and a preparation method and applications thereof. The loaded phase-change NbZrTiTaAl high-entropy alloy is mainly composed of elements including Nb, Zr, Ti, Ta, and Al at a molar ratio of a:b:c:d:x, and unavoidable impurity elements, wherein a, b, c, and d are independently used for representing random values selected from [0.98, 1.02], x ranges from 0 to 0.3. The preparation method comprises following steps: the metallurgy raw materials are subjected to electric arc melting at the above molar ratio at argon atmosphere, wherein melting current is controlled to be 250 to 700A, after melting down, the current is increased to be 600A or higher, and then arc blowout is carried out. The loaded phase-change NbZrTiTaAl high-entropy alloy is high in intensity, strength, and plasticity, possesses excellent energy release characteristics, and can be applied in energetic structure materials.