Inorganic thick‐film dielectric capacitors with ultrahigh absolute recovered energy at low electric fields are extremely desired for their wide application in pulsed power systems. However, a long‐standing technological bottleneck exists between high absolute energy and large recovered energy density. A new strategy is offered to fabricate selected all‐inorganic 0–3 composite thick films up to 10 µm by a modified sol‐slurry method. Here, the ceramic powder is dispersed into the sol‐gel matrix to form a uniform suspension, assisted by powder, therefore, the 2 µm‐thickness after single layer spin coating. To enhance the energy‐storage performances, the composites process is thoroughly optimized by ultrafine powder (<50 nm) technique based on a low‐cost coprecipitation method instead of the solid‐state and sol‐gel methods. 0D coprecipitation powder has a similar dielectric constant to the corresponding 3D films, thus uneven electrical field distributions is overcome. Moreover, the increase of interfacial polarization is realized due to the larger specific surface area. A maximum recoverable energy density of 14.62 J cm−3 is obtained in coprecipitation thick films ≈2.2 times that of the solid‐state powder and ≈1.3 times for sol‐gel powder. This study provides a new paradigm for further guiding the design of composite materials.