Recently, PVDF-TrFE-CFE terpolymer was developed in Penn State University. The polymer exhibits relaxor ferroelectric behavior. At room temperature, the low-field dielectric constant can be as high as 50-60, more than ten times larger than other dielectric polymer materials, such as Polypropylene, the most widely-used polymer materials for capacitor applications. Due to the large change of electric field induced polarization and high breakdown field, energy density of the terpolymer can reach ∼10 J/cm3, much larger than other polymer materials. In this paper, experimental results on energy density and non-linear dielectric behavior of the terpolymer will be reported.