Polymer dielectric capacitors are crucial devices of high-power electrical systems for capacitive energy storage. The large conduction loss of polymer dielectrics at elevated temperatures and electric fields is the main challenge. Herein, dielectric nanocomposites of BNNS/poly(aryl ether ketone) (PAEK) regulated by interfacial engineering and band alignment are presented, significantly restraining the conduction loss and greatly enhancing the energy storage density at high temperatures and high electric fields. Dual-functionalized BNNS with -NH2 and -F groups (F-BNNS-NH2) were prepared and incorporated into carboxylate-functionalized PAEK (PAEK-COOH) to form robust interfacial bonding via an amino-carboxyl reaction, enabling excellent thermal stability and mechanical properties of the composites. Meanwhile, the electron-withdrawing nature of the -F group regulated the BNNS band structure to achieve widened Eg, which is responsible for the generation of electrons and holes trappings. At optimal conditions, a record-high breakdown strength of 600 MV/m with an energy density of 5.58 J/cm3 and an energy density of 5.01 J/cm3 at an efficiency of 90% is realized at 150 °C, which surpasses most reported nanocomposite dielectrics. This work establishes a paradigm for harmonizing interfacial reinforcement with electronic structure regulation in extreme-condition energy storage dielectrics.