The ultrashort and ultra-intense pulsed laser is an important means of producing comprehensive extreme physical conditions with ultra-high energy density, ultra-strong electromagnetic fields, and ultra-fast time scale in the laboratory. The development status of ultrashort and ultra-intense pulsed lasers, the development trend of ultrashort and ultra-intense pulsed lasers, and the diverse needs of scientific experimental research on high-energy-density physics are analyzed. On this basis, the scheme of the XingGuang-extreme laser facility (XG-ELF) with multiple loading-diagnostic physical experimental functions is proposed, which is composed of three kinds of pulsed lasers with different pulse widths (i.e., two femtosecond lasers of 10 PW, a femtosecond laser of 1 PW@1 Hz, a picosecond laser of 1 kJ, and a nanosecond laser of 10 kJ) that collaboratively output to four physical experiment stations. Moreover, the assumptions and main design results of the physical experiments on XG-ELF are introduced. The completed XG-ELF will provide an advanced experimental platform for research on the frontiers and basic fields of high-energy-density physics in China.