In this paper, a piezoelectric micro energy harvester (PMEH) fabricated on stainless-steel substrates is presented. Through the design and fabrication of the PMEH, a high-quality lead zirconate titanate (PZT) thick film was directly deposited on the stainless-steel substrate by the aerosol deposition method at room temperature. After annealing, the PZT thick film on the stainless-steel substrate can achieve excellent ferroelectric properties for the high-efficiency PMEH presented. Furthermore, in order to study the impact of air damping on the power generating efficiency and the power transforming performance of our devices, a series of tests of the device under vacuum with different pressures were conducted and compared with working in atmosphere. The experimental results show that the device working in atmosphere (760 Torr) had a maximum output power of 200.28 μW with a 12.658 VP−P output voltage at an excitation frequency of 112.4 Hz under a 1.5g acceleration level, while working in a vacuum (0.01 Torr) it had a maximum output power of 241.60 μW with a 17.027 VP−P output voltage at an excitation frequency of 104.4 Hz under a 1.5g acceleration level. The energy densities of our device in vacuum and in atmosphere were calculated as 178.6 and 137.5 nJ mm−3.