Polymer‐based film capacitors with high breakdown strength and excellent flexibility are crucial in the field of advanced electronic devices and electric power systems. Although massive works are carried to enhance the energy storage performances, it is still a great challenge to improve the energy density of polymer composites under the premise of large‐scale industrial production. Herein, a general strategy is proposed to improve the intrinsic breakdown strength and energy storage performances by blending core‐shell structured methyl methacrylate‐butadiene‐styrene (MBS) rubber particles into a polymer matrix. Good compatibility and uniform dispersion state of MBS particles are observed in the matrix. Polarizing microscopy images show that blended films exhibit clear reduction of crystalline grains with the addition of MBS particles. Accordingly, an increased breakdown strength of 515 MV m−1 and discharged energy density of 12.33 J cm−3 are observed in poly(vinylidene fluoride‐co‐hexafluoropropylene)‐based composite films. Through comprehensive characterizations, it is believed that the superior energy storage performance of composite films is attributed to decreased crystalline grains, improved mechanical properties, and restriction on carrier motion. These results provide a novel design of dielectric polymers for high breakdown strength and discharged energy density applications.