The demand for a new generation of high‐energy‐density dielectric materials in the field of capacitive energy storage is promoted by the rise of high‐power applications in electronic devices and electrical systems. Polymer‐based dielectric nanocomposites with ultrahigh charge–discharge rates and power densities play essential roles in energy storage. Recently, multilayer structure polymer‐based dielectric nanocomposites (MSPBDNs) with improved dielectric constant, breakdown constant, and discharged energy density have gained widespread interest because of their immense potential. In the present work, MSPBDNs are classified, depending on the nature of the interlayer, into those with a high insulation layer, a high dielectric layer, and a gradient structure. To further understand the breakdown process of MSPBDNs, the authors elaborate on multilayer‐structured models, analysis breakdown mechanisms, and simulations. Despite the great progress achieved, the field of developing a novel topological structure remains open to further investigation and optimization. In addition, the research prospects and directions of energy storage fields are briefly discussed and summarized.