Electrostatic capacitors with high charge/discharge speed and long cycle lifetime play an essential role in advanced electronic and electrical power systems. However, their low energy density (usually less than 1 J cm⁻³) has limited their development. In this study, core–shell structured Ba_0.4Sr_0.6TiO₃@SiO₂ nanoparticles were synthesized by a wet-chemical method, and dense ceramics with enhanced energy storage density were fabricated by spark plasma sintering (SPS). In situ TEM and DSC techniques were used to investigate the interface reaction between Ba_0.4Sr_0.6TiO₃ and SiO₂. The results revealed that the secondary phase ((Ba,Sr)₂TiSi₂O₈) was unavoidable, but it could be suppressed due to the low sintering temperature and short sintering period used in the SPS technique. With the increasing SiO₂ coating amount, the polarization decreased monotonously, whereas the dielectric breakdown strength increased to a maximum of 400 kV cm⁻¹ and then decreased slightly. The enhancement in the dielectric breakdown strength was ascribed to the formation of nanosized (Ba,Sr)₂TiSi₂O₈ coating on Ba_0.4Sr_0.6TiO₃ grains, whereas the subsequent degradation of performance might have been caused by the sub-micrometric secondary phase precipitated at the grain boundaries. The effect of microstructure on the breakdown strength was further confirmed by numerical simulation using COMSOL. As a result, the Ba_0.4Sr_0.6TiO₃ ceramics with 8 mol% SiO₂ showed a maximum energy storage density of 1.60 J cm⁻³ at 400 kV cm⁻¹ with an ultrahigh energy efficiency of 90.9%. This study opens an effective way for the design of high-performance dielectric ceramics.