Polymer nanocomposite dielectrics possess exceptional electric properties that are absent in the pristine dielectric polymers. The matrix/particle interface in polymer nanocomposite dielectrics is suggested to play decisive roles on the bulk material performance. Herein, we present a critical overview of recent research advances and important insights in understanding the matrix/particle interfacial characteristics in polymer nanocomposite dielectrics. The primary experimental strategies and state-of-the-art characterization techniques for resolving the local property-structure correlation of the matrix/particle interface are dissected in depth, with a focus on the characterization capabilities of each strategy or technique that other approaches cannot compete with. Limitations to each of the experimental strategy are evaluated as well. In the last section of this Review, we summarize and compare the three experimental strategies from multiple aspects and point out their advantages and disadvantages, critical issues, and possible experimental schemes to be established. Finally, the authors' personal viewpoints regarding the challenges of the existing experimental strategies are presented, and potential directions for the interface study are proposed for future research.