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The phase structures of PZN-PT-BT ceramics under different synthesizing steps and thermal treatment were investigated. Although the calcinated powders (C.T. = 900 °C) of the compositions in tetragonal area exhibit pure tetragonal structure, the phase structures of the ceramics sintering at higher temperatures (S.T. ≥ 1080 °C) are the mixtures of tetragonal and rhombohedral. The content of tetragonal phase in PZN-PT-BT ceramics decreases further after the specimens are annealed. Dielectric and ferroelectric properties were studied. The annealed ceramics have higher average phase transition temperatures, lower frequency dispersions, lower dissipation factors and larger aging rates. The maximum of the dielectric constant and the spontaneous polarization at room temperature are almost unaffected by annealing process. The concept of nano-phase separation is assumed to explain the experimental results.