Improved dielectric constant and breakdown strength facilitates excellent energy storage density of polymer dielectrics, which is positive to miniaturize dielectric capacitors in electronic and electrical systems. Although coating polar substances on nanoparticles enhances the dielectric constants of polymer nanocomposites, it usually causes local electric field concentration, leading to poor breakdown strength. Here, fluoropolymers with tailorable fluorine content (PF0, PF30 and PF60) are coated on BaTiO₃ (BT) nanoparticles to construct typical core–shell structures that are further blended with poly(vinylidenefluoride-co-hexafluoropropylene) (P(VDF-HFP)) to obtain BT@PF/P(VDF-HFP) nanocomposites. Uniform dispersion of nanoparticles and excellent compatibility of interfaces are observed for the samples. In addition, the dielectric constant gradually increases from 8.03 to 8.26 to 9.12 for the nanocomposites filled with 3 wt% BT@PF0, BT@PF30 and BT@PF60, respectively. However, 3 wt% BT@PF30/P(VDF-HFP) has the highest breakdown strength (455 kV mm⁻¹) among the nanocomposites, which is as good as neat P(VDF-HFP). More importantly, BT@PF30 rather than BT@PF60 possesses the maximum discharged energy density (11.56 J cm⁻³ at 485 kV mm⁻¹), which is about 1.65 times that of neat P(VDF-HFP). This work proposes a facile experimental route to optimize the dielectric constants of the shell layer to couple the dielectric constants between the nanoparticles, shell layer and polymer matrix, which contributes to alleviating the local electric field concentration for excellent breakdown strength and electrical energy storage of polymer nanocomposites.