The pyroelectric effect provides an efficient route to convert low-grade waste heat into electricity. (Bi0.5Na0.5)TiO3-based ceramic is one of the most attractive lead-free pyroelectric candidates due to its high polarization. However, the low breakdown strength (BDS) restricts its ability to achieve a high polarization, hindering the application for thermal energy harvesting based on the Olsen cycle. In this work, by incorporation of AlN into BNT-BZT ceramics to form the BNT-BZT: AlN composites, the BDS is enhanced from 160 kV cm−1 to 260 kV cm−1, leading to a high energy density of 1.54 J cm−3 which is ∼5 times that of the pristine BNT-BZT. The reason for the high energy harvesting performance is due to the addition of AlN that can depress the conductivity of the matrix, resulting in the high BDS that permits high electric fields to be applied on the samples to induce high polarization that changes pronouncedly with temperature.