Finding lead-free ceramics with good piezoelectric properties is nowadays one of the most important challenges in materials science. The (K, Na, Li)(Nb, Ta, Sb)O3 system is one of the most promising candidates as a lead-free ceramic for transducer applications and is currently the object of important research work. In this paper, (K0.44Na0.52Li0.04)(Nb0.86Ta0.10Sb0.04)O3 was prepared by a conventional ceramic processing route. For this composition, orthorhombic-to-tetragonal phase transition was observed at temperatures very close to room temperature. As a consequence, good room temperature electromechanical properties were observed, displaying good thermal stability. We show that the most important contribution to dielectric, piezoelectric and elastic response comes from extrinsic effects, as was observed in other perovskite based materials. Nonlinearities in electromechanical properties induced by high electric field or mechanical stress were studied. Non-linear dielectric response was found to be less important than for soft PZT ceramics and was analysed within the Rayleigh framework. The results reveal that the non-linear response at room temperature in this material is mainly due to the irreversible wall domain movement.