This article provides reports on the method of surface functionalization modification of graphene nanosheets (GNPs) and aluminum nitride (AlN) through polydopamine and silane coupling agents, respectively. This modification achieves excellent dielectric performance of polyvinylidene fluoride (PVDF) composites by ensuring the uniform dispersion of fillers within the matrix. The synergistic effect between surface‐modified GNPs and AlN is conducive to increasing polar PVDF crystals and promoting interface polarization. The prepared PVDF/GNPs/AlN composites exhibit a dielectric constant as high as 45 with a dielectric loss of only 0.044. Meanwhile, the enhanced interface compatibility of composite materials, to a certain extent, reduces interface thermal resistance and forms an effective thermal conduction network, which enhances the heat dissipation capability of electronic devices and presents potential application in the dielectric energy storage.