Dielectric polymer nanocomposites are ideal choices for electrostatic energy storage due to their high power density and reliability, but they cannot operate efficiently at high temperature. To solve this issue, herein, we designed and developed sandwich-structured montmorillonite (MMT)/polyetherimide (PEI)-(Pb,La)(Zr,Sn,Ti)O3 (PLZST) antiferroelectrics (AFEs)@dopamine (DA)-MMT/PEI nanocomposites. On one hand, compared to current wide-band gap fillers, i.e., TiO2, Al2O3, ZrO2, and MgO, two-dimensional MMT nanosheets possess unique electrically insulating performances along the thickness direction, and thus can effectively stop charges injecting and migrating, causing low conduction loss, and large breakdown strength (Eb). On the other hand, PLZST AFEs with orthorhombic structure can exhibit high maximum electric displacement (Dmax) and small remnant electric displacement (Dr) at high temperature, which is beneficial for achieving large Dmax-Dr in the nanocomposites. In addition, large dielectric constant differences between MMT/PEI and PLZST@DA/PEI layers can inhibit electrical tree growth, resulting in further raised Eb. Finite element simulations on electrical tree evolving confirm experimental breakdown results. The sandwich-structured nanocomposite displays impressive high-temperature (150 °C) capacitive performances possessing meanwhile a high Eb of 5265.9 kV/cm, large discharged energy density (Ue) of 7.1 J/cm3, being about 6 times that of the commercial biaxially oriented polypropylene, and large charge-discharge efficiency (η) of 81.6 %, which exceeds obviously latest polymer and polymer composites in terms of overall energy storage performances. More encouragingly, it displays an ultrahigh power density of 15.63 MW/cm3 and ultrafast discharge rate of 19.2 ns at 150 °C, indicate its excellent application potential in high-temperature pulse power systems.