Commercially available flexible dielectric capacitors with high energy density (Ud) still present a significant challenge due to the inherent trade-off between breakdown strength (Eb) and dielectric constant (εr). In this context, a novel strategy is proposed to synchronously improve the Eb and εr of PVDF-based polymer capacitors by incorporating AZO-BT heterostructure nanoparticles, forming AZO-BT/PVDF composite films. Initially, the tightly polarized AZO affixed to the surface of BT particles create a localized electric field that enhances and sustains the polarization intensity of BT. Additionally, the heterojunction electric field generated inhibits the migration of the injected electron. Furthermore, the semiconducting AZO with high electron affinity effectively captures and traps the injected and excited electrons. Notably, the existed oxygen vacancies in AZO significantly enhances Eb and polarization reverse. Consequently, the AZO-BT/PVDF composite film achieves the highest Ud of 9.10 J·cm−3 at 460 MV·m−1. The innovative approach of constructing a semiconducting-ferroelectric heterostructure offers a promising avenue for designing and fabricating high energy density polymer capacitors.