Polymer‐based nanocomposite dielectrics with high energy storage capacity are crucial enablers for numerous applications in modern electronic and electrical industries. The energy density of parallel plate capacitors is determined by breakdown strength and dielectric permittivity of the inner dielectrics. Poly(vinylidene fluoride‐trifluoroethylene‐chlorofluoroethylene) (P(VDF‐TrFE‐CFE)), with the highest permittivity among all the dielectric polymers, is a promising candidate for high energy density capacitors. However, its relatively low breakdown strength and energy efficiency restrict the applications. In this work, a new method combining combinatorial‐electrospinning and hot‐pressing is proposed to fabricate P(VDF‐TrFE‐CFE)‐based all‐organic dielectrics with ferroconcrete‐like structure. In this structure, continuous fibers of polysulfone (PSF) with high Young's modulus act as tough scaffold to improve the mechanical properties of nanocomposites, and an over 750% enhancement of Young's modulus is obtained. The enhanced mechanical properties bring about significant improvement in Weibull breakdown strength to 485 MV m−1, more than 50% higher than neat terpolymer. Furthermore, the suppressed leakage current and conduction loss, and hence the improved discharge energy efficiency under moderate electric field, are achieved due to the high insulation of PSF and its interfacial restriction on space charge mobility.