A variety of applications can be found for high-temperature film capacitors, including energy storage components and pulsed power sources. In this work, in order to increase the energy density (Ue), poly(vinylidene fluoride-chlorotrifluoroethylene-double bond) (P-DB) is introduced into poly(methyl methacrylate) (PMMA) to manufacture composite films by a solution casting process. In the case of the pure PMMA film, there is significant improvement in the polarization (Pmax) and breakdown field (Eb) of the composite film. These improvements can effectively increase the Ue of the composite film at room temperature and the elevated temperature. The results show that at an elevated temperature of 90 °C and at 350 MV/m, the Ue of 40 vol % P-DB reaches 8.7 J/cm3, and the efficiency (η) of 77% is also considerable. Compared with biaxially oriented polypropylene (2.0 J/cm3), the proposed film exhibits 4 times enhancement in the energy storage density, meaning that it can be an energy storage capacitor with huge potential at high temperatures.