A novel strategy was adopted to enhance the energy storage properties of materials through constructing a vacancy defect. BaTi_1−xCu_xO_3−x (abbreviated as BTCx, x = 0–0.05) ceramics were prepared. The influences of Cu doping on structure and electrical properties were systematically investigated in this study. The result reveals that the oxygen vacancies in BTCx ceramics can inhibit grain growth and improve breakdown strength. Notably, as Cu content increases, the abundance of oxygen vacancies of the BTCx ceramics intensifies the relaxor behavior and induces double hysteresis loops with high energy storage performance. The excellent energy storage density of 1.34 J/cm³ and efficiency of 90.1% were achieved for BTC3 ceramics at 180 kV/cm, which indicates that the outstanding energy storage properties of BTCx ceramics make them have broad application prospects in advanced pulse power capacitors.