Dielectrics with high‐energy‐storage performance are highly desired for increasing compact‐size energy storage, and integration of modern power electronics. However, an ever‐existing challenge is to achieve both high efficiency (η) and high energy density (Ue). Here, a gradient‐layered (five‐layer) polyetherimide (PEI)‐based nanocomposite is presented. Different from traditional layered structures (modulation of filler volume fraction), multistage gradient interfaces are constructed by modulating the particle sizes of barium titanate nanoparticles (BaTiO3 NPs) to decrease sequentially from top to bottom. In this structure, three BaTiO3 NPs/PEI layers are clamped by two boron nitride nanosheets (BNNSs)/PEI layers. It is demonstrated that the gradient structure can suppress breakdown and confer high interfacial polarization, simultaneously. Consequently, the nanocomposite possesses an enhanced Ue of 16.38 J cm−3, and an ultrahigh η of 97.79%, far exceeding previously reported polymer nanocomposites. Furthermore, this nanocomposite also demonstrates satisfactory high‐temperature energy storage performances, achieving a Ue of 7.36 J cm−3 and an η of 83.12% at 150 °C. This gradient layered structure design opens a new way to explore high‐performance dielectric polymer nanocomposite with both ultrahigh Ue and η.