Lead-free 0.94(Bi_0.5Na_0.5)_0.94TiO₃-0.06BaTiO₃/BiFeO₃ (abbreviated as BNBT/xBFO) multilayer thin film hetero-structures were deposited on Pt(111)/Ti/SiO₂/Si substrates using a sol–gel/spin coating method. With the increase of the number of BFO layers, the insulativity and the breakdown field strength can be significantly improved because the interfaces can act as obstructers to the development of the electric field. Furthermore, enhanced dielectric and ferroelectric properties were achieved in BNBT/4BFO thin films with dielectric constant, dielectric loss and maximum polarization of ∼670.7, ∼0.04 and ∼53.57 μC cm⁻² at room temperature, respectively. Furthermore, the BNBT/2BFO thin film capacitor exhibited superior energy storage properties with a recoverable energy density of 31.96 J cm⁻³ and an energy conversion efficiency of 61% under an electric field of 2400 kV cm⁻¹. Moreover, the BNBT/2BFO thin film capacitor presented good thermal stability with minimal variations in the energy density (<10%) and energy conversion efficiency (<5%) over a wide temperature range of 25–120 °C. Moreover, the BNBT/2BFO capacitor possessed a very fast discharge speed with the first half period of 0.6 μs and a relatively high power density of 47 MW cm⁻³ under 1600 kV cm⁻¹. The results indicated that the environmentally friendly BNBT/2BFO thin film hetero-structures show great potential in energy storage capacitor applications.