Owing to their excellent dielectric properties and energy storage performance, polymer‐based composites have shown great potential in the application of pulse energy storage capacitors and electrostatic capacitors. In this study, BaTiO3 (BT) particles with different sizes were modified with dopamine to prepare core–shell structured BT particles (PDA@BT), and then the poly(arylene ether nitrile) (PEN)‐based PDA@BT/PEN composites were prepared. As a common biological material, dopamine has a variety of functional groups which can be used to improve the compatibility between the fillers and the matrix. Moreover, the movement of the carriers at the interface of the composites is limited and the loss is reduced. The composites with an optimized filler size illustrate a high energy density of 1.37 J/cm3 at 160 kV/mm, which nearly reaches up to the energy density of biaxially oriented polypropylene (BOPP) at low electric field. In addition, the composites have the superior power density of 1.88 MW/cm3 with a fast discharge time of 0.138 μs.