Organic film capacitors have incredibly high power density and have an irreplaceable position in pulsed power systems, high‐voltage power transmission networks and other fields. At present, the energy storage density and energy storage efficiency of organic film capacitors are relatively low, resulting in excessive equipment volume. The performance of organic film capacitors is determined by polymer materials, so it is crucial to develop a polymer composite with high energy storage density and high charge–discharge efficiency. Poly(vinylidene fluoride‐co‐chlorotrifluoroethylene) (P(VDF−CTFE)) is incorporated into the polyvinylidene fluoride (PVDF) matrix by solution blending. The successful preparation of the all‐polymer composite material solves the problems of low breakdown electric field strength, low discharge energy density, and low charge–discharge efficiency of high‐dielectric ferroelectric materials. The discharge energy density of the PVDF/P(VDF−CTFE) (70/30) film is more than twice that of pure PVDF due to the increase of phases α and γ and the decrease of crystallinity. Under the breakdown electric field (380 kV mm−1), PVDF/P(VDF−CTFE) (70/30) film also has an ultrahigh energy storage efficiency of 64%. The relationship between the structure and properties of composite materials is investigated in this study, which has important implications for the development of capacitors with high energy storage density.