The nanoscale retention behavior of PbZr0.2Ti0.8O3 thin films is investigated by in-situ controlling the epitaxial strain arising from a piezoelectric substrate. The retention behaviors show strong polarity-dependence due to the built-in field at film-electrode interface. The negative domains exhibit excellent stability in striking contrast to the positive domains which follow a stretched exponential decay. Due to the release of in-plane compressive strain, the retention loss has been greatly improved and also the relaxation time enhances by one order of magnitude. We attribute such behavior of the strain-enhanced the built-in field at the interfaces and the internal screening field throughout the film. Our work reveals the importance of epitaxial strain during the ferroelectric domain relaxation and underlies the potential application of nonvolatile memory devices through strain-engineering.