Systems and methods of synthesizing nanoparticles on substrates using rapid, high temperature thermal shock. A method involves depositing micro-sized particles or salt precursors on a substrate, and applying a rapid, high temperature thermal pulse or shock to the micro-sized particles or the salt precursors and the substrate to cause the micro-sized particles or the salt precursors to become nanoparticles on the substrate. A system may include a rotatable member that receives a roll of a substrate sheet having micro-sized particles or salt precursors; a motor that rotates the rotatable member so as to unroll consecutive portions of the substrate sheet from the roll; and a thermal energy source that applies a short, high temperature thermal shock to consecutive portions of the substrate sheet that are unrolled from the roll by rotating the first rotatable member. Some systems and methods produce nanoparticles on existing substrate. The nanoparticles may be metallic, ceramic, inorganic, semiconductor, or compound nanoparticles. The substrate may be a carbon-based substrate, a conducting substrate, or a non-conducting substrate. The high temperature thermal shock process may be enabled by electrical Joule heating, microwave heating, thermal radiative heating, plasma heating, or laser heating.