In this study, silicone rubber (SR) composites were prepared with various amounts of aluminum nitride (AlN) and alumina tri-hydrate (ATH), and vinyl tri-methoxysilane (VTMS) was also introduced to prepare SR/ATH/AlN–VTMS composites for comparison. Compared to the SR/ATH composites, the SR/ATH/AlN composites with higher AlN loading exhibited higher breakdown strength and thermal conductivity, which were further improved by the addition of VTMS. Such results were related to the enhanced rubber–filler interfacial interactions from VTMS coupling, as demonstrated by scanning electron microscopy (SEM) analysis and the curing behaviors of the SR composites. Moreover, by replacing ATH with VTMS-coupled AlN, the SR/ATH/AlN–VTMS composites also exhibited lower dielectric loss along with an increased dielectric constant, suggesting the promising application of VTMS-coupled AlN as a filler for the preparation of the SR composites as high-voltage insulators.