To improve the high‐temperature stability of poly(vinylidene fluoride hexafluoropropylene) P(VDF‐HFP)‐based composite film for its potential application in energy storage, the modified silicon nitride (mSi3N4) nanoparticles are fabricated using silane coupling agent (KH‐570) and introduced into P(VDF‐HFP). When the mass fraction of mSi3N4 is 7.5 wt%, the recoverable energy density (Wrec) of the mSi3N4/ P(VDF‐HFP) composite film reaches to 1.79 J/cm3 under a 125 MV/m electric field, which is 82.7% higher than pure P(VDF‐HFP). Interestingly, the dielectric properties of mSi3N4/P(VDF‐HFP) show a considerable thermal stability at a high‐frequency ranging from −20 to 160°C, providing an effective approach for preparing energy storage composites working for high‐temperature environments.