High-temperature high-performance polymer dielectric capacitors are essential for cutting-edge electronics and high-power systems operated in harsh environment conditions. Herein, dielectric composites comprising polyetherimide (PEI) polymers and easily prepared magnesium oxide (MgO) nanoparticles are fabricated by tape casting to promote capacitive performance at high temperatures. Benefiting from high-insulation behavior and wide bandgap of the MgO nanoparticles, the designed PEI nanocomposites deliver the significantly suppressed leakage current density and prominent enhancement of the breakdown strength, especially under high temperatures, the rationality of which is further revealed by finite element simulations on high-field distribution and electrical tree evolution. Accordingly, the nanocomposites containing ultra-low loading volume (0.5 vol%) MgO nanoparticles endow a large discharged energy density (~ 6.60 J cm−3) at 150 °C, which is ahead of most investigated 0–3 dielectric nanocomposites with inorganic fillers. Moreover, the excellent fatigue resistance at 150 °C is simultaneously achieved. This study demonstrates a practical route to develop scalable high-temperature polymer nanocomposite dielectrics blended with inorganic nanoparticles with superior capacitive performance, thus accelerating the development of dielectric polymer capacitors.