Relaxor ferroelectric ceramics have very high dielectric constant (<i>ε</i><sub>r</sub>) but relatively low electrical breakdown strength (<i>E</i><sub>b</sub>), while glass–ceramics exhibit higher <i>E</i><sub>b</sub> due to the more uniformly dispersed amorphous phases and submicrocrystals/nanocrystals inside. How to effectively combine the advantages of both relaxor ferroelectric ceramics and glass–ceramics is of great significance for the development of new dielectric materials with high energy storage performance. In this work, we firstly prepared BaO–SrO–Bi<sub>2</sub>O<sub>3</sub>–Na<sub>2</sub>O–TiO<sub>2</sub>–Al<sub>2</sub>O<sub>3</sub>–SiO<sub>2</sub> (abbreviated as GS) glass powders, and then fabricated (Ba<sub>0.3</sub>Sr<sub>0.7</sub>)<sub>0.5</sub>(Bi<sub>0.5</sub>Na<sub>0.5</sub>)<sub>0.5</sub>TiO<sub>3</sub> + <i>x</i> wt% GS ceramic composites (abbreviated as BS<sub>0.5</sub>BNT–<i>x</i>GS, <i>x</i> = 0, 2, 6, 10, 14, 16, and 18). Submicrocrystals/nanocrystals with a similar composition to BS<sub>0.5</sub>BNT were crystalized from the glass, ensuring the formation of uniform core–shell structure in BS<sub>0.5</sub>BNT–<i>x</i>GS relaxor ferroelectric ceramic/glass–ceramic composites. When the addition amount of GS was 14 wt%, the composite possessed both high <i>ε</i><sub>r</sub> (> 3200 at 1 kHz) and high <i>E</i><sub>b</sub> (≈ 170 kV/cm) at room temperature, and their recoverable energy storage density and efficiency were <i>W</i><sub>rec</sub> = 2.1 J/cm<sup>3</sup> and <i>η</i> = 65.2%, respectively. The BS<sub>0.5</sub>BNT–14GS composite also had several attractive properties such as good temperature, frequency, cycle stability, and fast charge–discharge speed. This work provides insights into the relaxor ceramic/glass–ceramic composites for pulsed power capacitors and sheds light on the utilization of the hybrid systems.