Carbon‐supported nanoparticles (NPs) are widely used as catalysts in fuel cells and electrolyzers. While it is well known that NPs with smaller size and higher loading often lead to better catalytic activity, they remain challenging to synthesize due to the weak control over the surface properties of the support. Herein, a facile approach to synthesize carbon‐supported, high‐loading, and ultra‐small Pt₃Ni NPs via applying thermal shock on strongly interacted carbon support with metal salt is reported. Specifically, sodium citrate is introduced into the precursor solution and substrate mixture, which induces strong electrostatic effect between metal salts and carbon particles that markedly improves precursor anchoring and dispersion, thereby achieving high particle loading as well as small size and distribution. As a proof‐of‐concept, the synthesis of Pt₃Ni NPs supported on carbon black with particle size of 1.56 ± 0.36 nm at 30 wt% loading and 1.66 ± 0.56 nm at 40 wt% loading is reported, where the sizes are among the smallest while the loadings are among the highest in the literature. This approach can be readily extended to many compositions and substrates, with tunable particle size and loading, thereby substantially expanding the synthesis space for NP catalysts in various electrochemical applications.