Polymer materials with excellent physicochemical and electrical properties are desirable for energy storage applications in advanced electronics and power systems. Here, Al2O3@ZrO2 nanoparticles (A@Z) with a core-shell structure are synthesized and introduced to a P(VDF-HFP) matrix to fabricate P(VDF-HFP)/A@Z nanocomposite films. Experimental and simulation results confirm that A@Z nanoparticles increase the crystallinity and crystallization temperature owing to the effect of the refined crystal size. The incorporation of A@Z nanoparticles leads to conformational changes of molecular chains of P(VDF-HFP), which influences the dielectric relaxation and trap parameters of the nanocomposites. The calculated total trapped charges increase from 13.63 μC of the neat P(VDF-HFP) to 47.55 μC of P(VDF-HFP)/5 vol%-A@Z nanocomposite, indicating a substantial improvement in trap density. The modulated crystalline characteristic and interfaces between nanoparticles and polymer matrix are effective in inhibiting charge motion and impeding the electric conduction channels, which contributes to an improved electrical property and energy density of the nanocomposites. Specifically, a ~200% and ~31% enhancement in discharged energy density and breakdown strength are achieved in the P(VDF-HFP)/5 vol%-A@Z nanocomposite.