Boron nitride nanosheets (BN NSs) with about 2 nm thickness and 200–400 nm lateral sizes were prepared by ultrasonically exfoliating bulk boron nitride (BN) powders in deionized water (DI). BN NSs/polyvinylidene fluoride (PVDF) composites were fabricated by a solution casting method. The enhanced breakdown strength and energy density of the composites were obtained at a low BN NSs weight fraction. The maximum breakdown strength and discharged energy density of 8 wt% BN NSs/PVDF composites reached to 486 kV/mm and 7.25 J/cm3, respectively, which led to 54 and 99% increase compared with pure PVDF (306 kV/mm, 3.63 J/cm3). Meanwhile, the loss tangent of BN NSs/PVDF composites was lower than pure PVDF. The enhanced dielectric properties could be attributed to BN NSs with high insulation and wide band gap. In addition, two-dimensional (2D) BN NSs fillers tended to be perpendicular to the applied electric field and effectively acted as insulating barriers to improve the breakdown strength and energy density.