The electric breakdown strength (Eb) is an important factor that determines the practical applications of dielectric materials in electrical energy storage and electronics. However, there is a tradeoff between Eb and the dielectric constant in the dielectrics, and Eb is typically lower than 10 MV/cm. In this work, ferroelectric thin film (Bi0.2Na0.2K0.2La0.2Sr0.2)TiO3 with a dielectric constant of 115 is found to exhibit an ultra-high Eb = 10.99 MV/cm, attributing to the high-entropy effects that could result in dense nanostructures with refined grains, low concentration of oxygen vacancies, low leakage current and small polar nano-regions in the thin film. A recoverable energy storage density of 5.88 J/cm3 with an excellent energy storage efficiency of 93% are obtained for the dielectric capacitor containing the thin-film dielectrics. Remarkably, the dielectric capacitor possesses a theoretical energy storage density of 615 J/cm3 compatible to those of electrochemical supercapacitors. The high-entropy ferroelectric thin films with ultra-high Eb and superior energy storage properties are much promising dielectrics used in next-generation energy storage devices and power electronics.