The energy storage performance of dielectric materials depends largely on their polarization properties and electric breakdown strength. Nanocomposites have emerged as an effective method for improving these properties. In this study, we propose a novel method to prepare PbZrO3-Al2O3 nanocomposite films by combining chemical solution deposition with thermal evaporation of a metal Al layer. The resulting composite films exhibit a layered distribution of Al2O3 nanoparticles (NPs) on the PbZrO3 matrix, which can be used to control the shape and characteristics of the polarization-electric field (P-E) hysteresis loop by varying the thickness of the Al layer. We thoroughly investigated the effects of Al2O3 NPs on the microstructure, polarization, leakage current, and energy storage properties of the composite films. Our results show that as the content of Al2O3 NPs increases, the property of the composite films gradually evolves from antiferroelectric characteristics to ferroelectric characteristics. Specifically, the maximum polarization, remanent polarization, and electrical breakdown strength increase, while the leakage current decreases. Compared to PbZrO3 thin films, the electrical breakdown strength (1850 kV/cm) and energy storage density (25.0 J/cm3) of the nanocomposite thin films increased by 189% and 93%, respectively. Our study presents a new method to prepare dielectric nanocomposite films and opens up a new avenue for designing energy storage capacitor materials using nanocomposites.