The Eu-doped compositionally graded multilayer PbZrO3 antiferroelectric thin films have been deposited on Pt(111)/Ti/SiO2/Si substrates by a solgel method. The effect of gradient sequence on microstructure, electrical properties, and energy storage performance has been investigated in detail. X-ray diffraction patterns confirm that both thin films have crystallized into a unique perovskite phase. Down-graded thin films have bigger grain sizes than up-graded films, which is attributed to the influence of the gradient sequence of the thin films layer. The dielectric constant of down-graded films is found to be higher than that of up-graded films. Compared with up-graded thin films, the energy storage density of down-graded films is enhanced due to double hysteresis loop with small hysteresis switch, and high polarization.