xCaZrO3-(1-x)NaNbO3 thin films (x = 0 - 0.04) are epitaxially grown on (001)La:SrTiO3 single crystal substrates via chemical solution deposition, and their energy storage properties are investigated. X-ray diffraction measurements showed that the deposited films are solid solutions with a single perovskite phase. Microstructural analysis performed via electron microscopy reveals that the deposited films exhibit a columnar structure. In addition, selected area electron diffraction patterns show that an antiferroelectric phase formed in CaZrO3-substituted films. Relative dielectric constants, ϵr, measured at various temperatures indicate a dielectric anomaly caused by structural phase transition. Its onset temperature decreased from 180 to 80 °C with increasing x. To clarify the antiferroelectric behavior, polarization - electric field, P - E, and capacitance - electric field, C - E, hysteresis loops are measured at room temperature, and results show polarization switching behaviors arising from the antiferroelectric phase. The maximum recoverable energy density, 2.3 J/cm3, was observed for x = 0.01, with an energy storage efficiency of 72%. Furthermore, the P - E hysteresis loops measured at various temperatures revealed that CaZrO3 substitution can enhance the efficiency and hence, improve the thermal stability of energy storage properties.