Film capacitors are the core electronic components of modern power devices and electronic equipment. However, due to the low dielectric constant, it is difficult to obtain high energy storage density (effective energy storage density or discharged energy density) for present film capacitors, leading to a large device size and high application cost. To improve the energy storage density of film capacitors, a nanocomposite approach is an effective strategy via combining high dielectric constant of the ceramic nanoparticles with high breakdown strength of the polymer matrix. Nevertheless, for single-layer structure of 0-3 polymer/ceramic composites, the dielectric constant and breakdown strength are difficult to be effectively enhanced at the same time, which limits the further improvement of energy storage density. To solve this contradiction, researchers have combined the composite film with high dielectric constant and high breakdown strength in a superposition to prepare 2-2 type multilayer composite dielectrics, which can achieve synergistic regulation of polarization strength and breakdown strength to obtain high energy storage density. The optimization of electric field distribution and the synergistic regulation of dielectric constant and breakdown strength can be achieved through mesoscopic and microstructural modulation of multilayer composite dielectrics. In this paper, the research progress of multilayer polymer-based composite dielectrics including ceramic/polymer multilayer structure and all-organic polymer multilayer structure in recent years is reviewed. Effect of multi-layer structure control strategy on the improvement of energy storage performance is emphasized. Moreover, enhancement mechanism of energy storage performance of polymer-based multilayer structure composite dielectric is summarized. Finally, challenges and development directions of multilayer composite dielectrics are discussed.