Abstract: With the advancement of power electronics technology towards multifunctionality, integration, and miniaturization, it is difficult for traditional dielectric materials to meet the demands of high energy density and the reduction of device size and weight in power electronic applications. Polymer-based nanocomposite dielectric materials with high energy storage density have attracted significant attention due to their superior processability, favorable design flexibility, and excellent dielectric properties. This review first provides a brief introduction of polymer nanocomposite dielectric materials and their interfacial characteristics, and then systematically summarizes recent strategies for constructing high energy storage density polymer nanocomposite dielectric systems, focusing on approaches such as low-content filler incorporation, core-shell structured (modified) filler integration, polymer dielectric surface modification, and multilayered structure assembly. Finally, the review addresses the current challenges associated with polymer nanocomposite dielectric materials and offers insights into their potential future developments.