Polymer dielectrics possess the advantages of excellent mechanical properties, high dielectric breakdown strength and good processability, their dielectric properties at elevated temperatures for energy storage need substantial improvement. Polymer nanocomposites have been configurated by integrating the merits of both polymers and ceramics to improve dielectric properties for high-temperature applications, such as hybrid electric vehicles, oil and gas exploration, and aerospace industry. This review presents the current advances of polymer nanocomposites used as dielectric materials for energy storage at high temperatures. Subsequently, the main factors in terms of attaining high-temperature application dielectrics are emphasized, as well as theoretical simulation work of polymer composite dielectrics at elevated temperatures. This work also discusses how nanofiller affects energy density while embedded in the polymer matrix at high temperatures. Finally, the types of dielectrics, as well as the advantages, progress, shortcomings, and limitations of dielectric materials under broad temperatures are summarized in this review.