In this work, we reported a bi-functional ferroelectric Pb(Zr0.52Ti0.48)O-3 (PZT) films which show energy storage properties and photovoltaic effects. The PZT films were crystallized into pure pseudo-cubic structure with the (001) preferred orientation. The polarization characterizations revealed a large recoverable energy storage density (similar to 11.2 J/cm(3)) and a high energy conversion efficiency (similar to 68%) with good thermal stability (25 degrees C-100 degrees C) and fast response (> 10 Hz). Meanwhile, the Pt/PZT/Pt capacitor presented a significant photovoltaic effect. The open circuit voltage and the short circuit current were -0.92 V and 139 mu A/cm(2) at original state, respectively, while they were slightly increased to -1.01 V and 155 mu A/cm(2) in polarization-up state, and slightly decreased to -0.77 V and 90 mu A/cm(2) in polarization-down state. The maximum power conversion efficiency was enhanced one order of magnitude than that of polycrystalline PZT film reported elsewhere. Our study opens up a pathway toward developing bi-functional ferroelectric devices with simultaneously high energy storage density and high photovoltaic performance.