Excellent electric energy discharging efficiency and fatigue resistance are two critical factors in high energy storage capacitor for electronic device and high-power system with fast charging-discharging speed. Here, we report on designing and preparing the thick films of BaZr0.2Ti0.8O3 (BZT20) bilayer ceramics (BLCs) (∼40 μm in thickness) using a tape casting method. In this ABO3-structured perovskite ceramics, the B position of Ti was occupied by 20 mol% Zr atoms, which leads to order-disordering and random fields in the single phase with both the tetragonal (space group P4mm) and rhombohedral (space group m-3m). And therefore, the relaxors possess a heterogeneous polar state at the nanoscale and their long-range domains are disrupted. Consequently, a non-hysteretic arc-shaped unipolar polarization-electric frield loop (P-E loop) in which the curve obtained under a considerable high electric field of 80 MV m−1 and the curve under depolarization are overlaped. As such, a large energy storage density (Ue) of ∼6.2 J cm−3 with the discharging efficiency of ∼98% and a considerable fatigue resistance over 22 k cycles at a wide temperature range from 253 to 393 K (−20 °C–120 °C) are obtained. The attractive electric performance of this BLCs films demonstrates that this sort of relaxor ceramics is one of promising materials for capacitors with little calorigenic electronic power areas.