In this work, Sr4La2Ti4Nb6O30 ceramics with tetragonal filled tungsten bronze structure were prepared, and the dielectric characteristics and ferroelectric transition were investigated. The room-temperature dielectric constant of the present ceramics showed very weak frequency dependency; it decreased from 570.4 to 561.7 when the frequency varied from 200 Hz to 1 MHz, and a comparatively low-dielectric loss was observed (in the order of 10−3). Unlike the situation for Ba4Ln2Ti4Nb6O30 (Ln = La, Nd and Sm), Sr4La2Ti4Nb6O30 ceramics showed a diffuse ferroelectric phase transition, and the diffuseness exponent γ was 1.61. Moreover, the obvious frequency dispersion was observed over a broad frequency range from 200 Hz to 1 MHz, and the maximum dielectric constant temperature Tmax shifted to higher temperatures with increasing frequency. The dielectric data agreed closely with the Vogel–Fulcher relationship. We concluded that tungsten bronze Sr4La2Ti4Nb6O30 has the relaxor ferroelectric nature.