Nanoparticles (NPs) dispersed within a conductive host are essential for a range of applications including electrochemical energy storage, catalysis, and energetic devices. However, manufacturing high quality NPs in an efficient manner remains a challenge, especially due to agglomeration during assembly processes. Here we report a rapid thermal shock method to in situ synthesize well-dispersed NPs on a conductive fiber matrix using metal precursor salts. The temperature of the carbon nanofibers (CNFs) coated with metal salts was ramped from room temperature to ∼2000 K in 5 ms, which corresponds to a rate of 400,000 K/s. Metal salts decompose rapidly at such high temperatures and nucleate into metallic nanoparticles during the rapid cooling step (cooling rate of ∼100,000 K/s). The high temperature duration plays a critical role in the size and distribution of the nanoparticles: the faster the process is, the smaller the nanoparticles are, and the narrower the size distribution is. We also demonstrated that the peak temperature of thermal shock can reach ∼3000 K, much higher than the decomposition temperature of many salts, which ensures the possibility of synthesizing various types of nanoparticles. This universal, in situ, high temperature thermal shock method offers considerable potential for the bulk synthesis of unagglomerated nanoparticles stabilized within a matrix.