The invention discloses a rare earth doped tungsten bronze structural ceramic material with high energy storage property, the structural formula of the rare earth doped tungsten bronze structural ceramic material is (Sr < 0.53-0.15 x > Ba < 0.47 > Gdx) < 1-y > REyNb2O6, the value of x is 0-0.1, and the value of y is 0.01-0.08. The preparation method comprises the following steps: mixing BaCO3, SrCO3, Gd2O3, RE2O3 and Nb2O5, carrying out ball milling, drying and pre-sintering, and carrying out granulation, tabletting, glue discharging and sintering on the pre-sintered powder. Abnormal growth of non-equiaxed grains of the tungsten bronze structure ceramic is inhibited through an A-site rare earth doped ceramic system, a compact ferroelectric energy storage material is formed, the relaxation characteristic is increased, energy dissipation under an electric field is reduced, in addition, elements such as Bi, Na and K which are easy to volatilize in the high-temperature sintering process are not involved in the ceramic composition, integration of devices is easy, and the application range is wide. And the requirements on equipment, manpower and sites are low.