Self-assembled nanostructures are important for determining the physical properties of epitaxial oxide films. We successfully fabricated perfectly ordered NiO nano-columns embedded in an antiferroelectric (AFE) PbZrO₃ (PZO) matrix over large areas. In this system, a giant recoverable energy storage density of W_r = 24.6 J cm⁻³ and polarization of P_S = 91 μC cm⁻² were achieved in the structure of PZO : NiO nano-composites. These values are 333% and 253% larger than those of a pure PZO film, respectively. Additionally, the properties could be tuned by gradually changing the volume ratio of the constituents. Hence, we demonstrate a new approach for enhancing the energy storage of AFE materials and exercising control over nano-column-embedded nanocomposites.