High-temperature resistance is one of the hot topics in the development of high-power density dielectric materials. It is still a great challenge for dielectric materials to meet the requirements of high energy density and low energy loss at high temperature. Based on the philosophy of increasing the Curie temperature and decreasing the dielectric loss at high temperature, a ceramic system of (1-x)Bi0.5Na0.5TiO3-xBi(Mg0.3Zr0.6)O3 ((1-x)BNT-xBMZ) is designed to improve the high-temperature energy storage properties. The Curie temperature was significantly increased from 320 °C to nearly 400 °C, and the dielectric loss was controlled below 5% up to 400 °C in the 0.92BNT-0.08BMZ ceramic. Due to the high Curie temperature and low dielectric loss, the maximum polarization and discharge energy density at 200 °C under 200 kV/cm of the 0.92BNT-0.08BMZ ceramic sample are as high as 48.79 μC/cm2 and 3.73 J/cm3, respectively. With the BMZ content increases, the changing rate of Pmax in the temperature range of 30∼200 °C decreases from 18.76% for the x = 0.06 ceramic to 10.27% for the x = 0.10 ceramic under 120 kV/cm, and the remanent polarization decreases from 5.23 μC/cm2 to 2.55 μC/cm2 at 200 °C, correspondingly. All these characteristics show that (1-x)BNT-xBMZ ceramics have broad application prospects in the field of high-temperature energy storage systems.