In this work, mussel-inspired surface functionalization of halloysite nanotubes (HNTs) were coated by in situ self-polymerization of polydopamine (PDA) to synthesize core-shell structural composites (HNTs@PDA), and then incorporated into polyarylene ether nitrile (PEN) matrix. Due to the strong adhesion of the PDA modification layer and the formation of hydrogen bonds between the polar nitrile group of PEN and the catechol group of PDA, the dispersion and interfacial compatibility of HNTs@PDA in the PEN matrix are improved. The results show that the dielectric constant of PEN/HNTs@PDA 20 nanocomposites reaches 11.56 (1 kHz), which is 3.2 times that of pure PEN. In addition, after heat treatment, a chemical cross-linking reaction occurred between the PEN matrix to form a cross-linked PEN (CPEN) based nanocomposites, which further improved the thermal stability of the nanocomposites. The results show that the T
g of CPEN/HNTs@PDA 20 nanocomposites reaches 215.5°C, which is 47.7°C higher than that of PEN/HNTs@PDA 20. Moreover, the dielectric constant-temperature coefficient of all CPEN nanocomposites is less than 7 × 10−4°C−1 at the temperature range of 25–180°C. All in all, this work provides a simple and environmentally friendly strategy to adjust the dielectric properties of polymer-based ceramic nanocomposites, which provides a pathway for its application as a dielectric material in the film capacitors field.