Polymer dielectrics have been widely employed in pulsed power systems, but their applications are severely restricted by the low energy density. Incorporating core‐shell nanofillers is one promising strategy to enhance the energy density of polymer dielectrics. Nowadays, core‐shell nanofillers are mainly prepared via chemical coating strategies, which always involve complex chemical synthesis procedures. Herein, a unique physical coating strategy is developed to prepare core‐shell TiO2@Au nanofibers consisting of monodispersed Au nanoparticles homogeneously anchored on the TiO2 nanofibers. Interestingly, the TiO2@Au nanofibers show outstanding dielectric energy storage boosting capability. Specifically, with merely introducing 0.1 wt.% TiO2@Au nanofillers, the TiO2@Au/PVDF composite exhibits a substantially enhanced breakdown strength of 749 MV m−1, which reaches 152.8% of PVDF. Meanwhile, a high dielectric constant of 10.2 (114.1% of PVDF) is obtained. Consequently, an ultrahigh energy density of 18.6 J cm−3, which is 250.1% of PVDF, is achieved. It is further revealed that the significant energy storage boosting effect is originated from the Coulomb blockade and micro‐capacitor effects of the TiO2@Au nanofibers. This work establishes a unique paradigm for the facile preparation of core‐shell nanomaterials, which have huge potential for both dielectric energy storage and other functional nanocomposites.