To improve the energy storage density while maintaining low dielectric loss is crucial for the miniaturization of capacitors. In the present study, we proposed a ternary nanocomposite system comprised of polypropylene (PP), acrylic acid grafted polypropylene (PP-g-AA), and nano-ZrO2. The PP-g-AA was firstly prepared by a free radical grafting with the proportion fixed to 50 wt%, and the content of nano-ZrO2 ranged from 0.5 wt% to 5 wt% to tailor the ternary composite. The transmission electron microscope (TEM) observation showed that PP-g-AA could significantly benefit the dispersion of nanoparticles and the differential scanning calorimetry (DSC) results indicated the superior compatibility of the ternary nanocomposites. Accordingly, with the optimum nano-ZrO2 content of 0.5 wt%, the ternary nanocomposites achieved the permittivity of 2.7 and DC breakdown strength of 456.2 kV/mm, resulting in the enhanced energy density of 2.77 J/cm3 which was 60% higher than neat PP, while the dielectric loss was kept lower than 0.003. Moreover, even at the temperature of 120°C, the ternary nanocomposites maintained a high-performance energy storage density of 2.28 J/cm3 (with energy storage efficiency above 90%) , which was 670% of the neat PP.