Simultaneously hard and tough nitride ceramics open new venues for a variety of advanced applications. To produce such materials, attention is focused on the development of high-entropy ceramics, containing four or more metallic components distributed homogeneously in the metallic sublattice. While the fabrication of bulk high-entropy carbides and borides is well established, high-entropy nitrides have only been produced as thin films. Herein, we report on a newel three-step process to fabricate bulk high-entropy nitrides. The high-entropy nitride phase was obtained by exothermic combustion of mechanically-activated nanostructured metallic precursors in nitrogen and consolidated by spark plasma sintering. The fabricated bulk high-entropy nitride (Hf_0.2Nb_0.2Ta_0.2Ti_0.2Zr_0.2)N demonstrates outstanding hardness (up to 33 GPa) and fracture toughness (up to 5.2 MPa∙m^1/2), significantly surpassing expected values from mixture rules, as well as all other reported binary and high-entropy ceramics and can be used for super-hard coatings, structural materials, optics, and others. The obtained results illustrate the scalable method to produce bulk high-entropy nitrides with the new benchmark properties.