Polymer–ceramic composites were prepared by twin screw melt extrusion with high-density polyethylene (HDPE) as the matrix and polystyrene-coated BaO–Nd2O3–TiO2 (BNT) ceramics as the filling material. Interestingly, the incorporation of polystyrene (PS) by the coating route could significantly improve the thermal behaviors of the composites (HDPE–PS/BNT), besides the temperature stability of dielectric properties and thermal displacement. The microwave dielectric properties of the composites were investigated systematically. The results indicated that, as the volume fraction of BNT ceramic particles increased from 10 to 50 vol% in the composites, the dielectric constant increased from 3.54 (9.23 GHz) to 13.14 (7.20 GHz), which can be beneficial for the miniaturization of microwave devices; the dielectric loss tangent was relatively low (0.0003–0.0012); more importantly, the ratio of PS to HDPE increased accordingly, making the composite containing 50 vol% BNT ceramics have a low value of temperature coefficient of resonant frequency (τ f = −11.2 ppm/°C) from −20 to 60 °C. The GPS microstrip antennas were therefore designed and prepared from the HDPE–PS/BNT composites. They possessed good thermal stability (τ f = 23.6 ppm/°C) over a temperature range of −20 to 60 °C, promising to meet the requirements of practical antenna applications.