Energy storage efficiency (η) and large recoverable energy density (Wre) are necessary for antiferroelectric materials in order to develop antiferroelectric-based dielectric capacitors with exceptional energy storage capacity. In the present paper, the effect of doping La3+ on the energy storage capacity of Pb1−xLax(Hf0.45Sn0.55)0.995O3 antiferroelectric ceramics was studied. Adjusting the content of La and changing the phase structure of PLHS from antiferroelectric to relaxor ferroelectric gradually, which narrowed its hysteresis loop, yielded a high energy storage efficiency of 81.9% and the maximum breakdown field strength of 200 kV/cm when x = 2 mol%. In addition, the recoverable energy density and energy storage efficiency both showed excellent temperature stability and frequency stability in the temperature range of 10–110 °C and the frequency range of 10–100 Hz, suggesting that Pb0.98La0.02(Hf0.45Sn0.55)0.995O3 are favorable materials candidates for the preparation of pulsed-power capacitors that can be used in a wide range of conditions.