This study presents an approach to enhancing dielectric properties, energy storage performance, and thermal stability of polymer composite. A dielectric composite film based on polyarylene ether nitrile (PEN) was prepared, in which SiC acted as fillers. PEI and PDA layers were co-deposited on the surface of SiC particles to improve the dispersion of the SiC filler in the PEN resin. Benefiting from SiC's thermal stability and rigidity, the composites exhibit good thermal conductivity and low coefficient of thermal expansion. Besides, the introduction of SiC@PDA-PEI enables the composite film to have superior electrical insulation, with a breakdown field strength of up to 195 kV/mm, 63.9% higher than that of pure PEN film. Moreover, the dielectric constant of composite films increased from 3.3 to 5.0 as the PEN/SiC@PDA-PEI addition content increased, resulting in a significant increase in the energy storage density of the composite films. When the PEN/SiC@PDA-PEI addition content was 2 wt%, the energy storage density of the composite film was 233% higher than pure PEN film. Therefore, this multifunctional composite film shows broad application potential in electronics, aerospace, and high-end manufacturing fields.