Large polarization and high breakdown strength are the key to achieving an idea energy storage density in dielectric capacitors, but unfortunately the trade-off problem between them is difficult to evade, particularly for those dielectrics with different crystalline degrees. Herein, we propose an appropriate polarization-breakdown synergistic strategy of dielectric multilayer films through temperature gradient annealing. The dielectric properties of a serials of (Pb, La)(Zr, Ti)O3/SrTiO3/(Pb, La)(Zr, Ti)O3 (PLZT/STO/PLZT) structures with different annealing temperature for each layer are compared. The optimum recoverable energy density of 57.9 J/cm3 is achieved at a high breakdown electric field of 5.78 MV/cm and a moderate maximum polarization of 22.5 μC/cm2. In addition to the role of suppressing the carriers transport of interlayer STO, the balance between polarization and breakdown strength in bottom and top PLZT layers with individual dielectric characteristics should be responsible for the enhanced energy storage performance (ESP). The results suggest that it is a feasible way to optimize the ESP of dielectric multilayer films through designing different stacking layer via temperature gradient annealing heat treatment.