In this work, La-doped Sr0.6Ba0.4Nb2O6 ferroelectric ceramics were fabricated by the conventional solid state reaction method (CS) and spark plasma sintering (SPS), respectively. The microstructure, phase structure, dielectric properties, relaxor behavior, ferroelectric and energy storage properties were investigated and compared to indicate the effects of spark plasma sintering on their performances. The results show that the grain shape changes from columnar to isometric crystal and the grain size decreases obviously after spark plasma sintering. The dielectric constant of the CS sample and the SPS sample both show a typical relaxor behavior with obvious frequency dispersion. The diffusion parameters (γ) of both CS sample and SPS sample are close to 2 and all the samples present slim polarization–electric (P-E) loops, which verify the relaxor behavior. Moreover, the breakdown strength, Eb, and discharge energy storage density, Wrec, of La-doped Sr0.6Ba0.4Nb2O6 ferroelectric ceramics prepared by SPS are improved significantly. This work provides guidance for improving the energy storage performance of ferroelectric ceramics with tungsten bronze structures by decreasing the grain size through adopting a different sintering method.