The improvement of energy density and efficiency is currently the main challenge in the application of lead-free dielectric energy-storage materials. Relaxor ferroelectric ceramics are the most commonly selected materials for pulsed power capacitors because of their inherent advantages, such as ultra-high power density, fast charging/discharging, and long lifetime. In this study, BiMg2/3Nb1/3O3 (BMN) was doped to enhance energy density and efficiency in the (1−x)Ba0.85Ca0.15Zr0.1Ti0.9O3-xBiMg2/3Nb1/3O3 systems based on the adjusted breakdown strength and polarization. As a result, a giant recoverable energy density of 3.81 J/cm3 and a high energy efficiency of 90.5% were simultaneously achieved in the 0.925BCZT-0.075BMN ceramic, which the energy density is 26 times as large as that of BCZT ceramic. Excellent temperature (−25 to 100 °C) and frequency (1–100 Hz) stability of recoverable energy density and energy efficiency were confirmed with the fluctuations below 4.5%. Domain engineering on the nanoscale was designed in relaxor ferroelectrics, which effectively improved the energy storage performance. Our study provides a feasible guideline to develop lead-free ceramics for electrical energy storage applications.