A perovskite single crystal of the quaternary system PIN–PZ–PMN–PT, with rhombohedral (R) symmetry (3m) and a size of 10 × 10 × 6 mm³, was successfully grown by a slow cooling method, which had a high rhombohedral-to-tetragonal (T) ferroelectric (FE) phase transition temperature (T_R–T = 129 °C). The introduction of In³⁺ and Zr⁴⁺ enhanced the repulsion intensity between Pb²⁺ and B-site cations in the ABO₃ lattice and increased the energy difference ΔE_T–R, resulting in an improved FE phase transition temperature compared to the PMN–PT binary system single crystals. The evolution of domain configuration induced by both electric field and temperature was studied for the [001]_C PIN–PZ–PMN–PT single crystal by using a polarized light microscope. Star porphyritic domains with short-range order before poling and stripe domains with long-range order after poling were observed, respectively, confirming the typical relaxor domain configurations of the R phase. Fine domain walls induced by temperature for the poled [001]_C sample were responsible for the high piezoelectric property. Furthermore, minor ferroelectric property variations (ΔP_max < 6%, ΔP_r < 10%) were observed at the temperature range from 20 °C to 140 °C, indicating the good thermal stability of the quaternary system PIN–PZ–PMN–PT single crystal.