In contrast to a polymer nanocomposite for high energy density application, a lead-free material such as zinc oxide (ZnO) and a non-toxic polymer matrix such as polyvinylidene fluoride (PVDF) can serve as a potential candidate for use in eco-friendly applications. In the present report, an effort has been made to enhance the dielectric behavior of the PVDF-based nanocomposites by adding ZnO nanoparticles (NPs) and TiO2-coated ZnO NPs (TZO) as nanofillers. A wet chemical precipitation technique was adopted to synthesize the thin films of PVDF and PVDF-ZnO, and PVDF-TZO nanocomposites. The structural, dielectric, ferroelectric, and energy density studies of PVDF, PVDF-ZnO, and PVDF-TZO nanocomposites thin films were performed for different concentrations (10%, 20%, 30%, and 40%) of nanofillers. Structural characterization carried out using X-ray diffraction studies confirmed the formation of PVDF-ZnO and PVDF-TZO nanocomposite thin films as the diffraction peaks (110) and (200) belonging to β-phase of PVDF, and (100, (002), (101), (110), (103), (200), (112), and (210) peaks were observed for ZnO, and (200), (116), (202) peaks belonging to TiO2 in case of PVDF+ 10% TZO and PVDF+40% TZO thin films. The functional groups belonging to β-phase of PVDF and ZnO were detected using a Fourier transform infrared spectrometer (FTIR). The surface microstructural of pure PVDF thin films showed spherulites and microimages of PVDF+ 10% ZnO and PVDF+ 10% TZO thin films depicted the inhomogeneous distribution of particles in the PVDF matrix. The maximum value of the dielectric constant, the maximum value of energy density, maximum remnant polarization, and the minimum value of dielectric loss for PVDF-TZO. PVDF-TZO thin films show an energy density of 65.3 µJ/cm3 for 40% of the nanofiller (TZO).