Incorporating ultralow loading of nanoparticles into polymers has realized increases in dielectric constant and breakdown strength for excellent energy storage. However, there are still a series of tough issues to be dealt with, such as organic solvent uses, which face enormous challenges in scalable preparation. Here, a new strategy of dual in situ synthesis is proposed, namely polymerization of polyethylene terephthalate (PET) synchronizes with growth of calcium borate nanoparticles, making polyester nanocomposites from monomers directly. Importantly, this route is free of organic solvents and surface modification of nanoparticles, which is readily accessible to scalable synthesis of polyester nanocomposites. Meanwhile, uniform dispersion of as ultralow as 0.1 wt% nanoparticles and intense bonding at interfaces have been observed. Furthermore, the PET‐based nanocomposite displays obvious increases in both dielectric constant and breakdown strength as compared to the neat PET. Its maximum discharged energy density reaches 15 J cm−3 at 690 MV m−1 and power density attains 218 MW cm−3 under 150 Ω resistance at 300 MV m−1, which is far superior to the current dielectric polymers that can be produced at large scales. This work presents a scalable, safe, low‐cost, and environment‐friendly route toward polymer nanocomposites with superior capacitive performance.