The demand for dielectric capacitors with higher energy‐storage capability is increasing for power electronic devices due to the rapid development of electronic industry. Existing dielectrics for high‐energy‐storage capacitors and potential new capacitor technologies are reviewed toward realizing these goals. Various dielectric materials with desirable permittivity and dielectric breakdown strength potentially meeting the device requirements are discussed. However, some significant limitations for current dielectrics can be ascribed to their low permittivity, low breakdown strength, and high hysteresis loss, which will decrease their energy density and efficiency. Thus, the implementation of dielectric materials for high‐energy‐density applications requires the comprehensive understanding of both the materials design and processing. The optimization of high‐energy‐storage dielectrics will have far‐reaching impacts on the sustainable energy and will be an important research topic in the near future.