The origin of the excellent properties of KTN‐based materials around Curie temperature (TC), which should be originated form the motion of polar nanoregions (PNRs), has attracted considerable research interest. In this paper, the relaxation of a KTa0.63Nb0.37O3 single crystal is discussed with the temperature dependence of permittivity. Moreover, its pyroelectric effect above TC is investigated. In detail, the pyroelectric coefficient decreases from ∼110.0 to ∼13.0 μC/(m2 K), with the temperature increasing from 22 to 33°C, and finally reduces to 0 at 100°C with PNRs disappear. Moreover, the dynamic dielectric nonlinearity for the KTN single crystal is studied in the paraelectric phase. To investigate these mechanisms, the amplitude and phase angle of the first and third harmonics under various electric fields, frequencies, and temperatures are analyzed. As a result, the motions of PNRs induced by electric field, which is pinned and depinned by the defect, are presented to explain the nonlinear dielectric response observed in the paraelectric KTN single crystal.