Achieving excellent thermal and dielectric performance is crucial to prevent premature insulation failure of epoxy in high‐frequency transformers. However, interfaces introduced by embedding micro/nano fillers in epoxy have opposite effects on these properties. Here, the interfacial characteristics of micro‐BN/nano‐Al2O3 epoxy is tailored composites by modifying nano‐Al2O3 with functional amine groups, leading to simultaneous improvements in thermal conductivity and high‐frequency breakdown strength. After modification, thermal conductivity increased from 0.193 to 0.490 W m−1 K−1 at 25 °C, and breakdown strength improved from 85.4 to 94.8 kV mm−1 at 10 kHz. The findings revealed the coexistence of overlapping interfaces between micro‐BN and chemical interfaces between modified Al2O3‐NH2 and matrix in composites. Contrary to the overlapping interface, the chemical interface played a more pivotal role in macroscopic performance. Calculations based on a covalent bonding interfacial model demonstrated that this in‐situ tight interface facilitated phonon transport, thereby enhancing thermal conductivity. Besides the physical structure, an increase in electrostatic potential in the chemical interface also impeded charge migration, resulting in an improved breakdown strength. The synergistic effect of the chemical interface on thermal and dielectric properties presents a promising design strategy for developing high‐performance epoxy composites.