Energy storage capacitors for advanced pulse power systems and high-power electric devices is a kind of important electronic components, the demand continues to grow, specifications are constantly being upgraded, and performance boundaries are continuously being pushed. Multilayer ceramic capacitors (MLCCs) for energy storage applications have received increasing attention due to the advantages of ultralow equivalent series inductance, equivalent series resistance, good frequency characteristics, strong voltage overload ability, and stable operability at high temperatures. However, the relatively low energy storage density significantly limits its broader applications. Here, 0.4Ba0.55Sr0.45TiO3-0.4Bi0.5Na0.5TiO3-0.2SrZrO3 (0.4BST-0.4BNT-0.2SZ) relaxor ferroelectric MLCCs are prepared at different heating rates. Excellent recoverable energy storage density of 10.3 J cm−3 and high energy efficiency of 93 % are achieved in fast-fired MLCCs under the electric field of 106.3 V μm−1. The impedance spectroscopy and thermally stimulated depolarization current technologies are employed to investigate the conductance mechanism of MLCCs, and the results can explain the effect of heating rate on the performance of MLCCs. In addition, the charge-discharge performances of fast-fired MLCCs are also thoroughly investigated, exhibiting great thermal and fatigue stability.