Multifunctional capacitors can efficiently integrate multiple functionalities into a single material to further down-scale state-of-the-art integrated circuits, which are urgently needed in new electronic devices. Here, an all-inorganic flexible capacitor based on PbLa (ZrTi)O (PLZT 9/65/35) relaxor ferroelectric thick film (1 μm) was successfully fabricated on LaNiO/F-Mica substrate for application in electrostatic energy storage and electrocaloric refrigeration simultaneously. The flexible PLZT 9/65/35 thick film presents a desirable breakdown field of 1998 kV/cm, accompanied by a superior recoverable energy density () of 40.2 J/cm. Meanwhile, the thick film exhibits excellent stability of energy-storage performance, including a broad operating temperature (30-180 °C), reduplicative charge-discharge cycles (1 × 10 cycles), and mechanical bending cycles (2000 times). Moreover, a large reversible adiabatic temperature change (Δ) of 18.0 °C, accompanied by an excellent electrocaloric strength (Δ/Δ) of 22.4 K cm/V and refrigerant capacity (RC) of 11.2 J/cm, is obtained at 80 °C in the flexible PLZT 9/65/35 thick film under the moderate applied electric field of 850 kV/cm. All of these results shed light on a flexible PLZT 9/65/35 thick film capacitor that opens up a route to practical applications in microenergy-storage systems and on-chip thermal refrigeration of advanced electronics.