The temperature-dependent energy storage properties of four tungsten bronze phase compounds are studied together with an investigation of their structure and temperature-dependent permittivity response, i.e., Ba6Ti2Nb8O30 (BTN), Ba6Zr2Nb8O30 (BZN), Sr3TiNb4O15 (STN) and Sr3ZrNb4O15 (SZN) ceramics. It was found that BZN has smaller grains and a more porous structure than BTN. SZN shows no clear grain boundaries with the most porous structure among all samples, exhibiting a much lower permittivity response than other samples with no signs of phase transitions from room temperature to 400 °C. Though the energy storage response of those samples is generally quite low, it exhibits rather good temperature stability. It was suggested that by obtaining a denser structure through chemical modification or other methods, those tungsten bronze ceramics with good temperature stability could be promising as energy storage devices when improved energy storage properties are achieved.