ABO3‐type high‐entropy relaxor ferroelectric ceramics have rarely been studied in energy storage capacitor owing to easy formation of impurity phase. In this work, single phase (Bi0.2Na0.2Ba0.2Sr0.2Ca0.2)TiO3‐xmol%PbO high‐entropy ceramics are fabricated and investigated. The optimal composition of x = 2.0 shows a remarkable comprehensive energy storage performance with high recoverable energy density Wrec = 8.2 J cm–3, ultrahigh efficiency η = 92.2%, excellent temperature stability (Wrec = 4.4 J cm‐3 ± 4%, η = 91% ± 3% within the range of 25–120 °C), and ultrafast discharge rate t0.9 = 5.9 µs. Three key factors, low remnant polarization Pr originating from high‐entropy enhanced relaxation degree, high maximum polarization Pm due to special electronic structure of Pb ion, and high electrical breakdown strength Eb stemming from small grain size, are responsible for the improved energy storage properties. These results provide a novel strategy of developing high‐entropy ceramics to optimize electrical performances including energy storage property.