The most promising candidates for energy storage capacitor application are relaxor ferroelectrics, among which, the perovskite structure ferroelectric ceramics have witnessed great development progress. However, less attention has been paid on tetragonal tungsten bronze structure (TTBS) ceramics because of their lower breakdown strength and polarization. Herein, a multiscale regulation strategy is proposed to tune the energy storage performances (ESP) of TTBS ceramics from grain, domain, and macroscopic scale. The enhanced relaxor behavior with dynamic polar nanodomains guarantees low remanent polarization, while the refined grains and enlarged bandgap ensure increased breakdown strength. Hence, excellent ESP is realized in unfilled TTBS Sr0.425La0.1□0.05Ba0.425Nb1.4Ta0.6O6 (SLBNT) ceramics with an ultrahigh recoverable energy density of 5.895 J cm−3 and a high efficiency of 85.37%. This achievement notably surpasses previous studies in TTBS ceramics and is comparable to that of perovskite components. Meanwhile, the energy density exhibits a wide temperature, frequency, and cycling fatigue stability. In addition, high power density (257.89 MW cm−3), especially the ultrafast discharge time (t0.9 = 16.4 ns) are achieved. The multiscale regulation strategy unlocks the energy storage potential of TTBS ceramics and thus highlights TTBS ceramics as promising candidates for energy storage, like perovskite structured ceramics.