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The effects of epitaxial strain on the properties of 0.95(K0.49Na0.49Li0.02)(Ta0.2Nb0.8)O3-0.05CaZrO3 (KNNLT-CZ) thin films are investigated. La0.07Sr0.93SnO3 and SrRuO3 are used as bottom electrodes to provide in-plane tensile and compressive stress, respectively. Our results show that the La0.07Sr0.93SnO3-buffered KNNLT-CZ films are mostly strain-relaxed with an orthorhombic (O) and tetragonal (T) mixed phase and a tetragonality of 1.002, which have a twice remnant polarization (2Pr) of 14.29 μC/cm2, an effective piezoelectric strain coefficient (d33*) of ∼60 pm/V, and an O to T phase transition temperature (TO-T) of 140 °C, while the SrRuO3-buffered KNNLT-CZ films are only partially strain-relaxed with a pure O phase and a larger tetragonality of 1.011, resulting in an increased 2Pr value of 33.63 μC/cm2, an improved d33* value of ∼80 pm/V, and an enhanced TO-T value of 200 °C. Both films show a high Curie temperature above 380 °C and stable hysteresis loops from room temperature to 225 °C. These results highlight the feasibility to improve the performance of KNN-based materials via epitaxial strain.