Polymer composites are emerging as critical materials for advanced dielectric energy storage due to their excellent flexibility, high dielectric constant (εr), and superior pressure resistance. They are ideal for next-generation devices requiring high power density and fast charge/discharge cycles. Strategic selection of fillers — optimizing their composition, structure, and surface properties within the polymer matrix — significantly enhances composite performance. This review examines recent advances in dielectric polymer composites, emphasizing the critical challenge of filler dispersion, which directly impacts homogeneity and overall performance. We categorize nanofillers based on size, shape, and material properties and discuss surface modification strategies to mitigate dielectric mismatches between fillers and matrices. We also explore the design of transition layers around nanofillers to improve filler-matrix interactions and enhance dielectric performance. Additionally, the spatial architecture of multilayer films is examined, demonstrating how layer arrangement optimizes electric field distribution and breakdown strength. Finally, we address critical challenges in developing high-performance dielectric polymer composites for capacitors and outline future research directions to improve recoverable energy density, stability, and scalability for commercial applications. This review offers valuable insights for researchers and engineers working to advance dielectric energy storage materials.