A facile strategy through incorporating barium titanate (BT)/multiwalled carbon nanotubes (MWCNTs) compounding dielectric nanofillers into polyvinylidene fluoride (PVDF) via melt-processing was proposed. Benefiting from the strong interfacial interactions between BT and MWCNTs, as well as oxygen-containing groups of BT/MWCNTs and fluorine atoms of PVDF, the sandwiched structure was constructed and thus tailoring the microstructure and enhancing the mechanical, thermal and dielectric properties of resultant nanocomposites. The effects of BT/MWCNTs multiscale dielectric nanofiller on the mechanical properties, heat resistance and dielectric properties of nanocomposites were investigated by infrared spectra, X-ray diffraction (XRD), differential scanning calorimetry (DSC) analysis, field emission scanning electron microscope, tensile and dielectric tests. XRD and DSC analysis indicated that compared with neat PVDF, BT/PVDF and MWCNTs/PVDF nanocomposites, the BT/MWCNTs/PVDF nanocomposites showed higher crystallinity and thermal properties. The dielectric performance tests showed that the BT/MWCNTs/PVDF nanocomposites had better dielectric performance than those of BT/PVDF and MWCNTs/PVDF nanocomposites. At 100 Hz, the dielectric constant of BT/MWCNTs/PVDF nanocomposites reached 119, which was 14 times that of neat PVDF, and the dielectric loss was only 0.051. The BT/MWCNTs/PVDF nanocomposites showed the tensile strength of 57.7 MPa and the tensile modulus of 1226 MPa, respectively. This work provides a novel strategy for the fabrication of PVDF based dielectric nanocomposites, inspiring the research and development of PVDF in the energy-related areas in the future.