Polymer dielectrics with high permittivity have bright prospect in the fields of electric stress control, portable devices and micro-electronics. In this paper, high-entropy oxide (Eu0.2Bi0.2Y0.2La0.2Cr0.2)2O3 (EBYLCO) nanofiber and BiFeO3 (BFO) nanofiber were successfully fabricated and incorporated into P(VDF-HFP) matrix. The dielectric performance was comprehensively investigated at room temperature and high temperature. Furthermore, the white-light illumination experiment was performed to prove the important effect of the high-entropy oxide on dielectric properties. At a low filling content, EBYLCO-P(VDF-HFP) nanocomposite achieves a relatively high permittivity compared with many previous literatures. This is mainly attributed to the novel structure of high-entropy oxide with a narrow energy bandgap, which makes it easier to separate electrons and holes, and thus leads to a stronger light response and a more obvious dielectric response. Moreover, the experimental results prove that the interfacial polarization in EBYLCO-P(VDF-HFP) nanocomposite is stronger than that of BFO–P(VDF-HFP). This work has great value and provides a new strategy of the filling selection for the high dielectric nanocomposites.