A-site high entropy Ba4(La0.2Nd0.2Sm0.2Eu0.2Y0.2)2Ti4Nb6O30 tungsten bronze ceramics were designed and prepared by a standard solid state sintering process. First-order ferroelectric transition occurs around 240 °C on heating, while around 136 °C on cooling. Pinched and asymmetric P–E hysteresis loops were observed within and below the thermal hysteresis temperature range of the ferroelectric transition. Pinched P–E hysteresis loops were attributed to the coupling between the ferroelectric transition and the commensurate/incommensurate modulation transition. The reason for the asymmetry of the hysteresis loop was the presence of an internal bias electric field. Different measuring procedures were designed to clarify the evolution of hysteresis loop asymmetry. The existence of oxygen vacancy and Eu3+/Eu2+ was identified by x-ray photoemission spectroscopy. The electric field cycling with elevated temperatures caused defect dipoles incline to align along the direction of spontaneous polarization leading to the internal bias electric field. Due to the A-site high entropy effect, dielectric strength of Ba4(La0.2Nd0.2Sm0.2Eu0.2Y0.2)2Ti4Nb6O30 ceramics is up to 300 kV/cm, which is increased by more than 50% than that with the single element in the A1-site.