We demonstrate that introduction of heterostructure nanoparticles into a polymer matrix is an effective strategy to substantially enhance dielectric breakdown strength (E_b) and thus a high electrostatic energy storage density (U_e) can be obtained, which is highly desired in modern electronic and electrical systems for energy storage and conversion. This is realized through the special “electrical rectification” effect of heterostructure nanoparticles on the charge transport, which stems from capturing and confining charge carriers in the nanocomposites by potential well and potential barrier formed at the heterojunction of ZnO-ZnS nanoparticles. The leakage current of the ZnO-ZnS/polyetherimide nanocomposites (ZnO-ZnS/PEI) is suppressed by the introduced heterojunction, which is accompanied with the simultaneous increase of dielectric displacement and charge–discharge efficiency, resulting in significant enhancement of U_e. Notably, the 1 wt% ZnO-ZnS/PEI nanocomposite films possess high discharged energy density at room temperature, i.e. 6.9 J cm⁻³ at 650 MV m⁻¹, and even at 150 °C, the U_e still remains 3.6 J cm⁻³ at 500 MV m⁻¹. Outstanding fatigue resistance over 50,000 charge–discharge cycles at 200 MV m⁻¹ and 150 °C demonstrates high temperature cyclic stability of the heterostructure in confining charge carriers. This work provides a novel and scalable strategy to obtain polymer-based dielectrics with superior energy storage performance.