In order to enhance dielectric properties and energy storage density of poly(vinylidene fluoride‐hexafluoro propylene) (PVDF‐HFP), surface charged gas‐phase Al2O3 nanoparticles (GP‐Al2O3, with positive surface charges, ε’ ≈ 10) are selected as fillers to fabricate PVDF‐HFP‐based composites via simple physical blending and hot‐molding techniques. The results show that GP‐Al2O3 are dispersed homogeneously in the PVDF‐HFP matrix and the existence of nanoscale interface layer (matrix‐filler) is investigated by SAXS. The dielectric constant of the composites filled with 10 wt % GP‐Al2O3 is 100.5 at 1 Hz, which is 5.6 times higher than that of pure PVDF‐HFP. The maximum energy storage density of the composite is 4.06 J cm−3 at an electrical field of 900 kV mm−1 with GP‐Al2O3 content of 1 wt %. Experimental results show that GP‐Al2O3 could induce uniform fillers’ distribution and increase the concentration of electroactive β‐phase as well as enhance interfacial polarization in the matrix, which resulted in enhancements of dielectric constant and energy storage density of the PVDF‐HFP composites. This work demonstrates that surface charged inorganic‐oxide nanoparticles exhibit promising potential in fabricating ferroelectric polymer composites with relatively high dielectric constant and energy storage. © 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2019, 57, 574–583