Exploring polymer-based films with high energy density and low cost is important, because they have potential applications in flexible electronic equipment. In this paper, we investigated the evidence of structure changes in multilayer films and elaborated on the part of interface effects on dielectric properties. Polyvinylidene fluoride (PVDF) and poly (vinylidene fluoride-hexafluoropropylene) (P(VDF-HFP)) were spun-coated to form multilayer polymer films. The PVDF/P(VDF-HFP)/PVDF multilayer film has an improved breakdown strength of 4492 kV cm−1 and a discharged energy density of 6.24 J cm−3. According to experimental results, an increase in breakdown strength is caused by an improvement in leakage current and a reduction in ferroelectric β-phase. The high breakdown strength of multilayer films contributes to the improvement of energy storage density. This work will provide a process method for creating low cost, defect-free, high energy density polymer capacitors.