Composite materials comprising polymers and inorganic nanoparticles are promising for energy storage applications, though challenges in controlling nanoparticle dispersion often result in performance bottlenecks. Realizing nanocomposites with controlled nanoparticle locations and distributions within polymer microdomains is highly desirable for improving energy storage capabilities but has been a persistent challenge, impeding the in‐depth understanding of the structure–performance relationship. In this study, we employed a facile entropy‐driven self‐assembly approach to fabricate block copolymer‐based supramolecular nanocomposite films with highly ordered lamellar structures, which were then used in electrostatic film capacitors. The oriented interfacial barriers and well‐distributed inorganic nanoparticles within the self‐assembled multilaminate nanocomposites effectively suppress leakage current and mitigate the risk of breakdown, showing superior dielectric strength compared to their disordered counterparts. Consequently, the lamellar nanocomposite films with optimized composition exhibit high energy efficiency (>90% at 650 MV m–1), along with remarkable energy density and power density. Moreover, finite element simulations and statistical modeling have provided theoretical insights into the impact of the lamellar structure on electrical conduction, electric field distribution and electrical tree propagation. This work marks a significant advancement in the design of organic–inorganic hybrids for energy storage, establishing a well‐defined correlation between microstructure and performance.This article is protected by copyright. All rights reserved