Dielectric capacitors have been widely used in crucial energy storage systems of electronic power systems because of their advantages such as fast charge discharge rate, long cycle life, low loss, flexible and convenient processing, etc. However, the dielectric capacitors have lower energy storage density compared with electrochemical energy storage devices, which makes them difficult to apply to higher application requirements of electrical engineering at the present stage. Therefore, one of the research focuses in the field of electrical engineering is to improve the energy storage performance of dielectric materials. Polyvinylidene fluoride (PVDF) based polymers show great potential in achieving improved energy storage properties, which is attributed to their high dielectric constant and high breakdown strength. This work systematically reviews the research progress of high energy storage PVDF-based dielectric capacitors in recent years, which will provide a useful reference for further research. Firstly, different dielectric materials and related physical energy storage mechanisms are introduced according to the linear and nonlinear dielectrics. Dielectric constant, breakdown strength and charge discharge efficiency are three main parameters related to energy storage properties, which are proposed to discuss their mechanisms of action and optimization strategies. The optimization strategy includes modification of high dielectric zero-dimensional nanofillers, material selection of wideband gap two-dimensional nanofillers, and design of multilayer structure, etc. The effects of dielectric properties and energy storage properties of PVDF-based composites are analyzed, which include nanofillers, composite morphology, structure, and interlayer interfaces of multilayer structures. Finally, the key scientific problems such as unclear mechanism of interface effect, low heat resistance and high loss of PVDF-based high energy storage composites are summarized and considered, and the future development trend of dielectric capacitors is also prospected.