AbstractTo meet the needs of energy storage under high temperature and high pressure, a high‐entropy relaxor ferroelectric ceramic, La‐modified (Bi_0.2Na_0.2Ba_0.2Sr_0.2Ca_0.2)TiO₃ is prepared, which has excellent thermal and mechanical stability. At the wide temperature range of 327–689 K (tan δ < 0.01) and below ≈7 GPa, the material shows extraordinary functional performance. Comprehensive study indicates that the ceramic possesses a single‐phase cubic perovskite structure, and as the pressure increases, the material undergoes a transition at ≈8 GPa, in which enormous large grains crack into smaller grains, but the space group does not change. In addition, with further compression, the grains begin to rotate and re‐orientate at ≈9 GPa. Based on the investigations, it is considered that the suitable doping of multiple cations can effectively improve the stability of ceramics, and it also paves the experimental way to further study thermally and mechanically stable high‐entropy ceramics.