The development of high-energy-density electrostatic capacitors is critical to addressing the growing electricity need. Currently, the widely studied dielectric materials are polymer nanocomposites incorporated with high-dielectric-constant nanoparticles. However, the introduction of high-dielectric-constant nanoparticles can cause local electric field distortion and high leakage current, which limits the improvement in energy density. In this work, on the basis of conventional polymer nanocomposites containing high-dielectric-constant nanoparticles, oriented boron nitride nanosheets (BNNSs) are introduced as an extra filler phase. By changing the volume ratios of barium titanate (BT) and BNNSs, the dielectric property of polymer nanocomposites is adjusted, and thus the capacitive energy storage performance is optimized. Experimental results prove that the oriented BNNSs can suppress the propagation of charge carriers and decrease the conduction loss. Using poly(vinylidene fluoride-co-hexafluoropropylene) (P(VDF-HFP)) as the polymer matrix, the P(VDF-HFP)/BNNS/BT nanocomposite has a higher discharged energy density compared with the conventional nanocomposite with the freely dispersed BT nanoparticles.