Capacitors with high energy storage performances are highly desired for the miniaturization, lightweight, and integration of high-end pulse systems. However, the trade-off between dielectric constant and breakdown strength restricts further performance optimization. To improve energy storage properties, a new tactic with rising attention, the high-entropy concept, has been demonstrated to suppress leakage current and enlarge the breakdown strength. However, the mechanisms connecting the insulation properties and entropy are still unclear. Herein, we successfully fabricated a series of entropy-modulated Cd2Nb2O7-based pyrochlore ceramics via the doping of multiple elements, and high-entropy pure pyrochlore was obtained due to the entropy-stabilization effect. Our results revealed that the insulation properties are distinctly enhanced via the enlarged carrier transport barriers and reduced carrier concentration, which should be attributed to entropy-induced large lattice distortion, grain-refining, and fewer defects. The optimized insulation properties significantly enhance breakdown strength from 148 kV cm−1 to 457 kV cm−1. A high energy density of 2.29 J cm−3 with a high energy efficiency of 88% is thus achieved in the high-entropy ceramic, which is 150% higher than the pristine material. This work indicates the effectiveness of high-entropy design in the improvement of energy storage performance, which could be applied to other insulation-related functionalities.