Dielectric energy‐storage capacitors, known for their ultrafast discharge time and high‐power density, find widespread applications in high‐power pulse devices. However, ceramics featuring a tetragonal tungsten bronze structure (TTBs) have received limited attention due to their lower energy‐storage capacity compared to perovskite counterparts. Herein, a TTBs relaxor ferroelectric ceramic based on the Gd0.03Ba0.47Sr0.485‐1.5xSmxNb2O6 composition, exhibiting an ultrahigh recoverable energy density of 9 J cm−3 and an efficiency of 84% under an electric field of 660 kV cm−1 is reported. Notably, the energy storage performance of this ceramic shows remarkable stability against frequency, temperature, and cycling electric field. The introduction of Sm3+ doping is found to create weakly coupled polar nanoregions in the Gd0.03Ba0.47Sr0.485Nb2O6 ceramic. Structural characterizations reveal that the incommensurability parameter increases with higher Sm3+ content, indicative of a highly disordered A‐site structure. Simultaneously, the breakdown strength is also enhanced by raising the conduction activation energy, widening the bandgap, and reducing the electric field‐induced strain. This work presents a significant improvement on the energy storage capabilities of TTBs‐based capacitors, expanding the material choice for high‐power pulse device applications.