Dense lead-free (K0.44Na0.52Li0.04)(Nb0.86Ta0.10Sb0.04)O3 piezoelectric ceramics are prepared by the conventional mixed oxide method. The effect of different sintering conditions (synthetic air, O2 and Ar) on some structural, dielectric and piezoelectric properties is studied. A long sintering time (16 h) promotes the formation of a secondary phase, which is assigned to K3LiNb6O17, tetragonal tungsten-bronze. High values of longitudinal piezoelectric constant are obtained when ceramics are sintered under Ar or O2 for low dwell time (2 h). However, the nonlinear response turns out to be significantly dependent on the sintering atmosphere. Results are discussed taking into account the formation of complex defects capable of pinning domain wall when oxygen vacancies are created by sintering. Thus, sintering in an inert atmosphere appears to be a good way of reducing nonlinear response in KNN-based piezoceramics.