Polymer composites with high dielectric constant and thermal stability have shown great potential applications in the fields relating to the energy storage. Herein, core-shell structured polyimide@BaTiO3 (PI@BT) nanoparticles were fabricated via in-situ polymerization of poly(amic acid) (PAA) and the following thermal imidization, then utilized as fillers to prepare PI composites. Increased dielectric constant with suppressed dielectric loss, and enhanced energy density as well as heat resistance were simultaneously realized due to the presence of PI shell between BT nanoparticles and PI matrix. The dielectric constant of PI@BT/PI composites with 55 wt% fillers increased to 15.0 at 100 Hz, while the dielectric loss kept at low value of 0.0034, companied by a high energy density of 1.32 J·cm−3, which was 2.09 times higher than the pristine PI. Moreover, the temperature at 10 wt% weight loss reached 619°C, demonstrating the excellent thermostability of PI@BT/PI composites. In addition, PI@BT/PI composites exhibited improved breakdown strength and toughness as compared with the BT/PI composites due to the well dispersion of PI@BT nanofillers and the improved interfacial interactions between nanofillers and polymer matrix. These results provide useful information for the structural design of high-temperature dielectric materials.