The triboelectric nanogenerator (TENG) is a kind of green power source which can harvest and transform small mechanical energy into electricity. Triboelectric nanogenerators have various active materials, simple structures, and easy to integrate with other devices. However, its relatively low output power density hinders the further practical application of TENGs. How to improve the output performance of TENGs through the modification of the active triboelectric materials is one of the hottest spots. It is a facile and effective way to introduce functional fillers into polymer substrates to fabricate composite materials, which improve the triboelectricity of pristine material and bring new functions for the device. Thus, composite films are widely used in TENGs. For example, inorganic fillers like TiO₂, SiO₂, BaTiO₃, ZnSnO₃, MoS₂, r-GO sheets, and nanofibril-phosphorene have been introduced into polymers to improve the output power density of TENGs by dozens of times. Based on domestic and international research, this review introduces the applications of the composite film in TENGs. The improvements of TENGs induced by the fillers are discussed from two aspects: the surface property and electrical property. Finally, future challenges in developing composites based TENGs are prospected.